scientific article; zbMATH DE number 3617260

MaRDI QIDQ4181015zbMATH OpenFDO

Authors Christer Borell

Publication date 1978

zbMATH Keywords

Frechet SpaceGaussian Radon MeasureMultiple Stochastic IntegralTail Probabilities

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05)

Cited in

(16)

• Semi-classical limit of the lowest eigenvalue of a Schrödinger operator on a Wiener space. II: \(P(\phi)_2\)-model on a finite volume
• On decoupling, series expansions, and tail behavior of chaos processes
• Large deviations for a class of chaos expansions
• Zero-one laws for polynomials in Gaussian random variables: A simple proof
• Sharp large deviation estimates for a certain class of sets on the Wiener space
• Tunneling for spatially cut-off \(P(\phi)_2\)-Hamiltonians
• Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
• Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
• Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes
• Whittaker-Kotel'nikov-Shannon approximation of -sub-Gaussian random processes
• Smooth density for some nilpotent rough differential equations
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• Towards abstract Wiener model spaces
• Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
• Dimension free and infinite variance tail estimates on Poisson space
• Differential equations driven by Gaussian signals

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