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Integration-by-parts characterizations of Gaussian processes - MaRDI portal

Integration-by-parts characterizations of Gaussian processes (Q2228321)

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Integration-by-parts characterizations of Gaussian processes
scientific article

    Statements

    title
    Integration-by-parts characterizations of Gaussian processes (English)
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    author
    Ehsan Azmoodeh
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    Ciprian A. Tudor
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    Lauri Viitasaari
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    Tommi Sottinen
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    publication date
    17 February 2021
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    zbMATH Keywords
    Gaussian processes
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    Malliavin calculus
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    Stein's lemma
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G12
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    60H07
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    zbMATH DE Number
    7311750
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    OpenAlex ID
    W2998040624
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    arXiv ID
    1904.02890
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