arXiv subjects

Pham Thi Phuong Thuy

Publications and source records attributed to Pham Thi Phuong Thuy.

2 recordsLinked to original sources

arXiv2024

Non-uniform Berry-Esseen bounds via Malliavin-Stein method

In this paper, we establish non-uniform Berry-Esseen bounds by means of the Malliavin-Stein method. Applications to the multiple Wiener-Itô integrals and the exponential functionals of Brownian motion are given to illustrate the theory.

math.PR↗

arXiv2021

Density estimates for the exponential functionals of fractional Brownian motion

In this note, we investigate the density of the exponential functional of the fractional Brownian motion. Based on the techniques of Malliavin's calculus, we provide a log-normal upper bound for the density.

math.PR↗