Concentration inequalities via Malliavin calculus with applications (Q2517263)

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Concentration inequalities via Malliavin calculus with applications
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    Statements

    title
    Concentration inequalities via Malliavin calculus with applications (English)
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    author
    John Treilhard
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    Abdol-Reza Mansouri
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    publication date
    17 August 2015
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    zbMATH Keywords
    Malliavin calculus
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    concentration inequalities
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    fractional Brownian motion
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    Identifiers

    DOI
    10.1214/ECP.v20-3931
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    Mathematics Subject Classification ID
    60E15
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    60G22
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    46N30
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    zbMATH DE Number
    6473035
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    OpenAlex ID
    W273648378
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