Lipschitzian complete error calculus and Dirichlet forms

DOI10.1016/S0021-7824(01)01206-5zbMATH Open1031.31005MaRDI QIDQ1606259FDOQ1606259

Authors: Nicolas Bouleau 

Publication date: 24 July 2002

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Recommendations

• Lipschitz bounds and nonuniform ellipticity
• Lipschitz extensions and approximations
• scientific article; zbMATH DE number 6862
• Error estimates and Lipschitz constants for best approximation in continuous function spaces
• scientific article; zbMATH DE number 4196520
• Computations of Lipschitz summing norms and applications
• Lipschitz properties of Riesz functional calculus
• \(\varepsilon\)-Fréchet differentiability of Lipschitz functions and applications
• scientific article; zbMATH DE number 1782904
• Extrapolation for the \(L^p\) Dirichlet problem in Lipschitz domains

zbMATH Keywords

Fisher information matrixDirichlet formerrorLipschitz calculussquared field operator

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Stochastic calculus of variations and the Malliavin calculus (60H07) Theory of statistical experiments (62B15) Dirichlet forms (31C25)

Cites Work

• Dirichlet forms and analysis on Wiener space
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Dirichlet forms and symmetric Markov processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Malliavin calculus, a functional analytic approach
• Theory of capacities
• Title not available (Why is that?)
• Mesures associées à une forme de Dirichlet. Applications
• Espaces de Dirichlet. I: Le cas élémentaire
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Les processus de dirichlet et tant qu'espace de banach
• Title not available (Why is that?)
• Stochastic Differential Equations in a Differentiable Manifold
• Title not available (Why is that?)
• Lectures on stochastic differential equations and Malliavin calculus
• A road to randomness in physical systems
• Towards a Riemannian geometry on the path space over a Riemannian manifold
• Title not available (Why is that?)
• An introduction to analysis on Wiener space
• Symmetric Markov processes
• Title not available (Why is that?)
• White-noise approach to Malliavin's calculus
• Non perturbative construction of invariant measure through confinement by curvature
• Title not available (Why is that?)
• Title not available (Why is that?)
• Gaussian capacities
• Title not available (Why is that?)
• Seminaire de probabilités XVI, 1980/81
• Title not available (Why is that?)
• Elements of asymptotic statistics
• Title not available (Why is that?)

Cited In (9)

• Differential calculus for Dirichlet forms: The measure-valued gradient preserved by image
• Error Calculus and Path Sensitivity in Financial Models
• Error calculus for finance and physics. The language of Dirichlet forms.
• Error structures and parameter estimation.
• Some historical aspects of error calculus by Dirichlet forms
• Optimal credit allocation under regime uncertainty with sensitivity analysis
• Donsker's theorem and Dirichlet forms.
• Calcul d'erreur complet lipschitzien et formes de Dirichlet
• On an extension of the Hilbertian central limit theorem to Dirichlet forms

This page was built for publication: Lipschitzian complete error calculus and Dirichlet forms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1606259)