Convergence of densities of some functionals of Gaussian processes (Q2444422): Difference between revisions

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Latest revision as of 14:00, 7 July 2024

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Convergence of densities of some functionals of Gaussian processes
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    Convergence of densities of some functionals of Gaussian processes (English)
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    9 April 2014
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    multiple Wiener-Itô integrals
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    Wiener chaos
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    Malliavin calculus
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    integration by parts
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    Stein's method
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    convergence of densities
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    Ornstein-Uhlenbeck process
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    least squares estimator
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    small deviation
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