Stokes formula on the Wiener space and n-dimensional Nourdin-Peccati analysis
DOI10.1016/J.JFA.2009.07.005zbMATH Open1202.60081OpenAlexW1964616500MaRDI QIDQ849014FDOQ849014
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
Wiener spaceconditional probabilitydensity formulaquasi-sure analysisNourdin-Peccati analysisStein's Lemma
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)
Cites Work
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- The Malliavin Calculus and Related Topics
- Stein's method on Wiener chaos
- Density formula and concentration inequalities with Malliavin calculus
- Noncentral convergence of multiple integrals
- Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
- 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
- Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
- Positive generalized Wiener functions and potential theory over abstract Wiener spaces
- Second order Poincaré inequalities and CLTs on Wiener space
- Basic properties of Brownian motion and a capacity on the Wiener space
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- On malliavin tensor fields
Cited In (7)
- Existence of Stein kernels under a spectral gap, and discrepancy bounds
- Stein kernels and moment maps
- Higher-order Stein kernels for Gaussian approximation
- Comparison inequalities on Wiener space
- Mean value formulas, Weyl's lemma and Liouville theorems for \(\Delta^ 2\) and Stokes' system
- Cumulants on the Wiener space
- Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus
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