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math.PR2022
Polynomial Stein operators: a noncommutative algebra perspective
Ehsan Azmoodeh, Dario Gasbarra, Robert E. Gaunt
In this paper, we make a novel connection between Stein's method and noncommutative algebra by viewing polynomial Stein operators (Stein operators with polynomial coefficients) as…
math.PR2022
On sharp rate of convergence for discretisation of integrals driven by fractional Brownian motions and related processes with discontinuous integrands
Ehsan Azmoodeh, Pauliina Ilmonen, Nourhan Shafik +2
We consider equidistant approximations of stochastic integrals driven by Hölder continuous Gaussian processes of order with discontinuous integrands involving bounded v…