This monograph is an introduction to some aspects of stochastic analysis in the framework of
normal martingales, in both discrete and continuous time. The text is mostly self-contained …

Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing
and hedging in discrete and continuous time financial models without friction, emphasizing …

Quantum Bernoulli noises (QBNs) refer to the annihilation and creation operators acting on
the space 𝔥 of square integrable Bernoulli functionals, which satisfy the canonical anti …

We compute explicit bounds in the Gaussian approximation of functionals of infinite
Rademacher sequences. Our tools involve Stein's method, as well as the use of appropriate …

A new Berry–Esseen bound for nonlinear functionals of nonsymmetric and
nonhomogeneous infinite Rademacher sequences is established. It is based on a discrete …

In this paper we show that annihilation and creation operators on the space of Bernoulli
functionals in discrete time can be naturally interpreted as discrete-time quantum Bernoulli …

This is an overview of some recent techniques involving the Malliavin calculus of variations
and the so-called 'Stein's method'for the Gaussian approximations of probability …

We derive normal approximation bounds in the Kolmogorov distance for sums of discrete
multiple integrals and weighted U-statistics made of independent Bernoulli random …

As an important stochastic process, quantum Bernoulli noises has a very important physical
background and is an important research object in the field of quantum information. In this …

Quantum Bernoulli noises (QBN for short) are the family of annihilation and creation
operators acting on Bernoulli functionals, which satisfy a canonical anticommutation relation …