Density formula and concentration inequalities with Malliavin calculus (Q1039184)
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scientific article; zbMATH DE number 5636649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density formula and concentration inequalities with Malliavin calculus |
scientific article; zbMATH DE number 5636649 |
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Density formula and concentration inequalities with Malliavin calculus (English)
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20 November 2009
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Malliavin calculus
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density
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concentration inequality
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suprema of Gaussian processes
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fractional Brownian motion
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