Density formula and concentration inequalities with Malliavin calculus
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Publication:1039184
DOI10.1214/EJP.v14-707zbMath1192.60066MaRDI QIDQ1039184
Ivan Nourdin, Frederi G. Viens
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/228468
fractional Brownian motion; Malliavin calculus; density; concentration inequality; suprema of Gaussian processes
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