Malliavin Calculus: A branch of stochastic analysis that provides tools for differentiating random variables, useful in refining derivative controls in Stein’s method.

In this paper we present a rigorous error analysis for the Lagrange-Galerkin method applied to convection-dominated diffusion problems. We prove new error estimates ...

YUANYUAN LIU, WENDI LI, ERROR BOUNDS FOR AUGMENTED TRUNCATION APPROXIMATIONS OF MARKOV CHAINS VIA THE PERTURBATION METHOD, Advances in Applied Probability, Vol. 50, No. 2 (2018), pp. 645-669 ...

Stein's Method And Probability Approximations Publication Trend The graph below shows the total number of publications each year in Stein's Method And Probability Approximations.