Density formula and concentration inequalities with Malliavin calculus.

Nourdin, Ivan; Viens, Frederi G.

Electronic Journal of Probability [electronic only] (2009)

  • Volume: 14, page 2287-2309
  • ISSN: 1083-589X

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Nourdin, Ivan, and Viens, Frederi G.. "Density formula and concentration inequalities with Malliavin calculus.." Electronic Journal of Probability [electronic only] 14 (2009): 2287-2309. <http://eudml.org/doc/228468>.

@article{Nourdin2009,
author = {Nourdin, Ivan, Viens, Frederi G.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Malliavin calculus; density; concentration inequality; suprema of Gaussian processes; fractional Brownian motion},
language = {eng},
pages = {2287-2309},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Density formula and concentration inequalities with Malliavin calculus.},
url = {http://eudml.org/doc/228468},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Nourdin, Ivan
AU - Viens, Frederi G.
TI - Density formula and concentration inequalities with Malliavin calculus.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 2287
EP - 2309
LA - eng
KW - Malliavin calculus; density; concentration inequality; suprema of Gaussian processes; fractional Brownian motion
UR - http://eudml.org/doc/228468
ER -

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