@article{ef92dea484784a2b8133f8470688bf48,
title = "Stein's method for invariant measures of diffusions via Malliavin calculus",
abstract = "Given a random variable F regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and any probability measure with a density function which is continuous, bounded, strictly positive on an interval in the real line and admits finite variance. The bounds are given in terms of the Malliavin derivative of F. Our approach is based on the theory of It diffusions and the stochastic calculus of variations. Several examples are considered in order to illustrate our general results.",
keywords = "Berry-Ess{\'e}en bounds, Diffusions, Invariant measure, Malliavin calculus, Multiple stochastic integrals, Stein's method, Weak convergence",
author = "Seiichiro Kusuoka and Tudor, {Ciprian A.}",
note = "Funding Information: The second author was partially supported by the ANR grant “Masterie” BLAN 012103 . Associate member of the team Samos, Universit{\'e} de Panth{\'e}on-Sorbonne Paris 1. This work has been partially completed when the second author has visited Keio University. He acknowledges generous support from Japan Society for the Promotion of Science. ",
year = "2012",
month = apr,
doi = "10.1016/j.spa.2012.02.005",
language = "English",
volume = "122",
pages = "1627--1651",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier",
number = "4",
}