Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis

DOI10.1016/j.jfa.2009.07.005zbMath1202.60081OpenAlexW1964616500MaRDI QIDQ849014

Hélène Airault, Paul Malliavin, Frederi G. Viens

Publication date: 24 February 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2009.07.005

zbMATH Keywords

conditional probabilitydensity formulaWiener spacequasi-sure analysisNourdin-Peccati analysisStein's Lemma

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (6)

Comparison inequalities on Wiener space ⋮ Higher-order Stein kernels for Gaussian approximation ⋮ Cumulants on the Wiener space ⋮ Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus ⋮ Existence of Stein kernels under a spectral gap, and discrepancy bounds ⋮ Stein kernels and moment maps

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