Density formula and concentration inequalities with Malliavin calculus (Q1039184)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density formula and concentration inequalities with Malliavin calculus |
scientific article |
Statements
Density formula and concentration inequalities with Malliavin calculus (English)
0 references
20 November 2009
0 references
Malliavin calculus
0 references
density
0 references
concentration inequality
0 references
suprema of Gaussian processes
0 references
fractional Brownian motion
0 references
