Stein's method has emerged as a critical framework in the study of distributional approximations, providing quantitative bounds between probability distributions through the formulation and solution ...

The Annals of Probability, Vol. 38, No. 2 (March 2010), pp. 443-478 (36 pages) We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit ...

This is a preview. Log in through your library . Journal Information This journal, begun in 1943 as Mathematical Tables and Other Aids to Computation, publishes original articles on all aspects of ...

Covers asymptotic evaluation of integrals (stationary phase and steepest descent), perturbation methods (regular and singular methods, and inner and outer expansions), multiple scale methods, and ...

In this talk we present few instances of multilevel approximation methods involving PDEs with random parameters and associated scalar output quantities of interest (QoI). Multilevel methods aim at ...