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20182021
most citedPoisson and normal approximations for the measurable functions of independent random variables

2 citations · 3 across the 6 of their papers we have counts for

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math.PR2019

Kolmogorov distance between the exponential functionals of fractional Brownian motion

Nguyen Tien Dung

In this note, we investigate the continuity in law with respect to the Hurst index of the exponential functional of the fractional Brownian motion. Based on the techniques of Malli…

math.PR2019★ 1 cited

Gaussian lower bounds for the density via Malliavin calculus

Nguyen Tien Dung

In this paper, based on a known formula, we use a simple idea to get a new representation for the density of Malliavin differentiable random variables. This new representation is p…