Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...

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 ...

Let P be the transition matrix of a positive recurrent Markov chain on the integers with invariant probability vector πT, and let(n) P̃ be a stochastic matrix, formed by augmenting the entries of the ...

In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differential equations (SDDEs). The scheme has convergence order 1. In order to establish the scheme, we ...