scientific article; zbMATH DE number 2034505

MaRDI QIDQ4445168zbMATH OpenFDO

Authors Christian Houdré, Nicolas Privault

Publication date 28 January 2004

zbMATH Keywords

Clark formulaconcentration inequalitiescovariance identitiesdamped gradientRiemannian Brownian motion

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Limit theorems in probability theory (60F99) Stochastic calculus of variations and the Malliavin calculus (60H07)

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• Strong central limit theorem for isotropic random walks in \({\mathbb{R}^d}\)

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