most citedEstimation of quadratic variation for two-parameter diffusions

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math.PR2008

Multivariate normal approximation using Stein's method and Malliavin calculus

Ivan Nourdin, Giovanni Peccati, Anthony Réveillac

We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Ga…

math.PR2008★ 2 cited

Estimation of quadratic variation for two-parameter diffusions

Anthony Réveillac

In this paper we give a central limit theorem for the weighted quadratic variations process of a two-parameter Brownian motion. As an application, we show that the discretized quad…