Stein's method and Malliavin calculus
recent developments and future perspectives
Aim of the workshop
The Stein-Malliavin method, initially introduced to establish quantitative bounds for the normal limit approximation of functionals of Gaussian fields, combines the Malliavin calculus of variations with Stein’s method for probabilistic approximations. More recently, this approach has been successfully applied to develop central limit theorems in many other fields, such as Poisson random measures, stochastic geometry, stochastic calculus, and many others. The aim of this workshop is to assemble outstanding young researchers to present and discuss some of the recent results in this topic and to provide an insightful overview of the next goals to be achieved.
Organization: Claudio Durastanti - Secreteriat: Tanja Schiffman