Analysis on Gaussian Spaces (Q2818805)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis on Gaussian Spaces |
scientific article |
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Analysis on Gaussian Spaces (English)
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8 September 2016
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Garsia-Rodemich-Rumsey inequality
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Gaussian random variable
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Gaussian random field
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Brunn-Minkowski inequality
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log-Sobolev inequality
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Hermit polynomials
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probability in Banach space
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small ball probability
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Malliavin calculus
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Wiener functional
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Wiener chaos
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multiple Itô integrals
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Stratonovich integral
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Wick renormalization
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Littlewood-Paley-Stein theory
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Wiener-Sobolev space
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stochastic differential equation
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numerical approximation
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