Download or read book Normal Approximations with Malliavin Calculus written by Ivan Nourdin and published by . This book was released on 2014-05-14 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This is a text about probabilistic approximations, which are mathematical statements providing estimates of the distance between the laws of two random objects. As the title suggests, we will be mainly interested in approximations involving one or more normal (equivalently called Gaussian) random elements. Normal approximations are naturally connected with central limit theorems (CLTs), i.e. convergence results displaying a Gaussian limit, and are one of the leading themes of the whole theory of probability"--