The wavelet transform for Wiener functionals and some applications

DOI10.1080/17442508.2013.879144MaRDI QIDQ2811109zbMATH OpenOpenAlexFDO

Authors Martias Claude

Publication date 10 June 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2013.879144

zbMATH Keywords

Malliavin calculuswavelet transformbackward stochastic differential equationsdiffusion processesWiener analysis

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• Densities of one-dimensional backward SDEs
• Density estimates for solutions to one dimensional backward SDE's
• Density formula and concentration inequalities with Malliavin calculus
• Exponential divergence estimates and heat kernel tail.
• Fourier-Wiener transforms of functionals belonging to \(L_2\) over the space \(C\)
• Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
• Lectures on stochastic differential equations and Malliavin calculus
• Optimal Gaussian density estimates for a class of stochastic equations with additive noise
• Ten Lectures on Wavelets
• The Malliavin Calculus and Related Topics
• The ridgelet transform for Wiener functionals

Cited in

(6)

• The ridgelet transform for Wiener functionals
• Wavelet transform for functions with values in UMD spaces
• Tauberian theorems for the wavelet transform
• On the subexponentiality of the ridgelet transform
• A variational approach to the Dirichlet-Gabor wavelet-distributed approximating functional
• scientific article; zbMATH DE number 5207291 (Why is no real title available?)

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