Density estimates and concentration inequalities with Malliavin calculus

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arXiv0808.2088MaRDI QIDQ6210582

Frederi G. Viens, Ivan Nourdin

Publication date: 14 August 2008

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07)

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