Stokes formula on the Wiener space and n-dimensional Nourdin-Peccati analysis

DOI10.1016/J.JFA.2009.07.005MaRDI QIDQ849014zbMATH OpenOpenAlexFDO

Authors Hélène Airault, Paul Malliavin, Frederi Viens

Publication date 24 February 2010

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2009.07.005

zbMATH Keywords

Wiener spaceconditional probabilitydensity formulaquasi-sure analysisNourdin-Peccati analysisStein's Lemma

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Malliavin calculus for two-parameter Wiener functionals
• Malliavin calculus for two-parameter Wiener functionals
• Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space)
• Density minoration of a strongly non-degenerated random variable
• Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions

Cites work

• scientific article; zbMATH DE number 4072038 (Why is no real title available?)
• scientific article; zbMATH DE number 1014073 (Why is no real title available?)
• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• scientific article; zbMATH DE number 3280855 (Why is no real title available?)
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Basic properties of Brownian motion and a capacity on the Wiener space
• Density formula and concentration inequalities with Malliavin calculus
• Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
• Noncentral convergence of multiple integrals
• On malliavin tensor fields
• Positive generalized Wiener functions and potential theory over abstract Wiener spaces
• Projection of the infinitesimal generator of a diffusion
• Second order Poincaré inequalities and CLTs on Wiener space
• Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Stein's method on Wiener chaos
• The Malliavin Calculus and Related Topics

Cited in

(7)

• Mean value formulas, Weyl's lemma and Liouville theorems for \(\Delta^ 2\) and Stokes' system
• Comparison inequalities on Wiener space
• Cumulants on the Wiener space
• Existence of Stein kernels under a spectral gap, and discrepancy bounds
• Berry-Esséen bounds for long memory moving averages via Stein's method and Malliavin calculus
• Higher-order Stein kernels for Gaussian approximation
• Stein kernels and moment maps

This page was built for publication: Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q849014)