Malliavin calculus and decoupling inequalities in Banach spaces

DOI10.1016/j.jmaa.2009.08.041zbMath1202.60083arXiv0801.2899OpenAlexW2964058694MaRDI QIDQ1046492

Jan Maas

Publication date: 22 December 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.2899

zbMATH Keywords

Malliavin calculusWiener-Itô decompositionmultiple stochastic integralsGaussian chaosdecoupling inequalitiesMeyer's multiplier theoremMeyer's inequalities

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (13)

Square functions and spectral multipliers for Bessel operators in UMD spaces ⋮ Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces ⋮ On the equivalence of Sobolev norms in Malliavin spaces ⋮ Lp-valued stochastic convolution integral driven by Volterra noise ⋮ Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas ⋮ Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in \(\mathbb{R}^n\) ⋮ Harmonic Analysis and Stochastic Partial Differential Equations: The Stochastic Functional Calculus ⋮ Cylindrical fractional Brownian motion in Banach spaces ⋮ Large deviation principle for certain spatially lifted Gaussian rough path ⋮ Tools for Malliavin calculus in UMD Banach spaces ⋮ Approximating Rough Stochastic PDEs ⋮ Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion ⋮ Stochastic integration with respect to fractional processes in Banach spaces

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Littlewood-Paley-Stein theory for semigroups in UMD spaces
• Stochastic integration of operator-valued functions with respect to Banach space-valued Brownian motion
• Stochastic evolution equations in UMD Banach spaces
• Malliavin calculus for infinite-dimensional systems with additive noise
• A clark-ocone formula in UMD Banach spaces
• Decoupling inequalities for multilinear forms in independent symmetric random variables
• Decoupling of Banach-valued multilinear forms in independent symmetric Banach-valued random variables
• Decoupling inequalities for polynomial chaos
• Projections onto Hilbertian subspaces of Banach spaces
• Holomorphic semi-groups and the geometry of Banach spaces
• On decoupling, series expansions, and tail behavior of chaos processes
• Quasi sure analysis and Stratonovich anticipative stochastic differential equations
• Sobolev spaces of Banach-valued functions associated with a Markov process
• Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations
• The divergence of Banach space valued random variables on Wiener space
• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• Stochastic integration in UMD Banach spaces
• Erratum: ``The divergence of Banach space valued random variables on Wiener space. Probab. Theory Relat. Fields 132, 291-321 (2005)
• Interest rate models: an infinite dimensional stochastic analysis perspective
• The H∞-Functional Calculus and Square Function Estimates
• The Malliavin Calculus and Related Topics
• On the small balls problem for equivalent Gaussian measures
• Stochastic integration of functions with values in a Banach space

This page was built for publication: Malliavin calculus and decoupling inequalities in Banach spaces