Malliavin calculus and decoupling inequalities in Banach spaces
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Publication:1046492
DOI10.1016/j.jmaa.2009.08.041zbMath1202.60083arXiv0801.2899OpenAlexW2964058694MaRDI QIDQ1046492
Publication date: 22 December 2009
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.2899
Malliavin calculusWiener-Itô decompositionmultiple stochastic integralsGaussian chaosdecoupling inequalitiesMeyer's multiplier theoremMeyer's inequalities
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (13)
Square functions and spectral multipliers for Bessel operators in UMD spaces ⋮ Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces ⋮ On the equivalence of Sobolev norms in Malliavin spaces ⋮ Lp-valued stochastic convolution integral driven by Volterra noise ⋮ Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas ⋮ Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in \(\mathbb{R}^n\) ⋮ Harmonic Analysis and Stochastic Partial Differential Equations: The Stochastic Functional Calculus ⋮ Cylindrical fractional Brownian motion in Banach spaces ⋮ Large deviation principle for certain spatially lifted Gaussian rough path ⋮ Tools for Malliavin calculus in UMD Banach spaces ⋮ Approximating Rough Stochastic PDEs ⋮ Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion ⋮ Stochastic integration with respect to fractional processes in Banach spaces
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