General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations
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Publication:5746517
DOI10.1007/978-3-0348-0545-2_3zbMath1294.60080arXiv1007.0514OpenAlexW1774941434MaRDI QIDQ5746517
Richard Eden, Frederi G. Viens
Publication date: 19 February 2014
Published in: Seminar on Stochastic Analysis, Random Fields and Applications VII (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.0514
Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Stochastic calculus of variations and the Malliavin calculus (60H07)
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