Malliavin calculus and decoupling inequalities in Banach spaces

DOI10.1016/j.jmaa.2009.08.041zbMath1202.60083arXiv0801.2899MaRDI QIDQ1046492

Jan Maas

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

zbMATH Keywords

Malliavin calculus; Wiener-Itô decomposition; multiple stochastic integrals; Gaussian chaos; decoupling inequalities; Meyer's multiplier theorem; Meyer's inequalities

Mathematics Subject Classification ID

60G15: Gaussian processes

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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