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Note on A. Barbour’s paper on Stein’s method for diffusion approximations

Abstract:

In [2] foundations for diffusion approximation via Stein’s method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein’s method (see, for example, its use in [1] or [7]). A semigroup argument is used in [2] to solve a Stein equation for Gaussian diffusion approximation. We prove that, contrary to the claim in [2], the semigroup considered therein is not strongly continuous on the Banach space of continuous, real-valued functions on D[0, 1] growing ...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1214/17-ECP54

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Institution:
University of Oxford
Oxford college:
St Cross College
Role:
Author
Publisher:
Institute of Mathematical Statistics
Journal:
Electronic Communications in Probability More from this journal
Volume:
22
Issue:
2017
Pages:
1-8
Publication date:
2017-04-15
Acceptance date:
2017-04-04
DOI:
ISSN:
1083-589X
Keywords:
Pubs id:
pubs:691093
UUID:
uuid:fcb34917-7c44-43bc-9579-48f666a322c7
Local pid:
pubs:691093
Source identifiers:
691093
Deposit date:
2017-04-25

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