# 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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topNourdin, 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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