The wavelet transform for Wiener functionals and some applications
DOI10.1080/17442508.2013.879144zbMATH Open1337.60150OpenAlexW2072917515MaRDI QIDQ2811109FDOQ2811109
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
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Malliavin calculuswavelet transformbackward stochastic differential equationsdiffusion processesWiener analysis
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)
Cites Work
- The Malliavin Calculus and Related Topics
- Ten Lectures on Wavelets
- Density formula and concentration inequalities with Malliavin calculus
- Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
- OPTIMAL GAUSSIAN DENSITY ESTIMATES FOR A CLASS OF STOCHASTIC EQUATIONS WITH ADDITIVE NOISE
- Density estimates for solutions to one dimensional backward SDE's
- Densities of one-dimensional backward SDEs
- Lectures on stochastic differential equations and Malliavin calculus
- The ridgelet transform for Wiener functionals
- Fourier-Wiener transforms of functionals belonging to \(L_2\) over the space \(C\)
- Exponential divergence estimates and heat kernel tail.
Cited In (5)
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