Electronic Communications in Probability
- Electron. Commun. Probab.
- Volume 22 (2017), paper no. 23, 8 pp.
Note on A. Barbour’s paper on Stein’s method for diffusion approximations
In  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  or ). A semigroup argument is used in  to solve a Stein equation for Gaussian diffusion approximation. We prove that, contrary to the claim in , the semigroup considered therein is not strongly continuous on the Banach space of continuous, real-valued functions on $D[0,1]$ growing slower than a cubic, equipped with an appropriate norm. We also provide a proof of the exact formulation of the solution to the Stein equation of interest, which does not require the aforementioned strong continuity. This shows that the main results of  hold true.
Electron. Commun. Probab. Volume 22 (2017), paper no. 23, 8 pp.
Received: 22 February 2017
Accepted: 4 April 2017
First available in Project Euclid: 15 April 2017
Permanent link to this document
Digital Object Identifier
Primary: 60B10: Convergence of probability measures 60F17: Functional limit theorems; invariance principles
Secondary: 60J60: Diffusion processes [See also 58J65] 60J65: Brownian motion [See also 58J65] 60E05: Distributions: general theory
Kasprzak, Mikołaj J.; Duncan, Andrew B.; Vollmer, Sebastian J. Note on A. Barbour’s paper on Stein’s method for diffusion approximations. Electron. Commun. Probab. 22 (2017), paper no. 23, 8 pp. doi:10.1214/17-ECP54. https://projecteuclid.org/euclid.ecp/1492221618.