Concentration inequalities via Malliavin calculus with applications

DOI10.1214/ECP.V20-3931MaRDI QIDQ2517263zbMATH OpenOpenAlexFDO

Authors John Treilhard, Abdol-Reza Mansouri

Publication date 17 August 2015

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ecp.v20-3931

zbMATH Keywords

concentration inequalitiesfractional Brownian motionMalliavin calculus

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22)

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Cited in

(7)

• Density formula and concentration inequalities with Malliavin calculus
• Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one
• Tail probability estimates for additive functionals
• Some applications of the Malliavin calculus to sub-Gaussian and non-sub-Gaussian random fields
• scientific article; zbMATH DE number 4060394 (Why is no real title available?)
• Concentration inequalities for semi-bounded martingales
• Some new concentration inequalities for the Itô stochastic integral

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