- Normal Approximation for Weighted Sums under a Second Order Correlation Condition
2019/06/21 by Sergey G. Bobkov, Bobkov, S. G., G. P. Chistyakov +3 · 1 citation
Mathematics · #60E #60F #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR) #Statistical Methods and Inference
- G-Expectation Weighted Sobolev Spaces, Backward SDE and Path Dependent PDE
2013/05/21 by Peng, Shige, Song, Yongsheng · 2 citations
#35J #35K #60E #60H #62C #62D #FOS: Mathematics #Probability (math.PR)
- Fisher information and the central limit theorem
2012/04/30 by Bobkov, S. G., Chistyakov, G. P., Götze, F. · 3 citations
#60E #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Note on Viscosity Solution of Path-Dependent PDE and G-Martingales
2011/06/06 by Shigē Péng, Peng, Shige · 7 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #35J #35K #60E #60H #62C #62D #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Concentration of Measure and Isoperimetric Inequalities in Product\n Spaces
1994/06/07 by Michel Talagrand, Talagrand, Michel · 19 citations
Mathematics · #60E #Advanced Topology and Set Theory #FOS: Mathematics #Functional Analysis (math.FA) #Functional Equations Stability Results #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics