Standardizing densities on Gaussian spaces

DOI10.1016/j.spl.2018.01.033zbMath1406.60055arXiv1705.07043OpenAlexW2617688315MaRDI QIDQ1640961

Alberto Lanconelli

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.07043

zbMATH Keywords

abstract Wiener spacesstandardized random variablesWick exponentials

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations

Cites Work

• A note on a local limit theorem for Wiener space valued random variables
• Stochastic partial differential equations. A modeling, white noise functional approach
• Gaussian measures in Banach spaces
• A review of white noise analysis from a probabilistic standpoint
• Prohorov-type local limit theorems on abstract Wiener spaces
• An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems
• A HÖLDER INEQUALITY FOR NORMS OF POISSONIAN WICK PRODUCTS
• A HÖLDER–YOUNG–LIEB INEQUALITY FOR NORMS OF GAUSSIAN WICK PRODUCTS
• The Malliavin Calculus and Related Topics
• On the small balls problem for equivalent Gaussian measures
• Gaussian Hilbert Spaces
• WICK CALCULUS FOR THE SQUARE OF A GAUSSIAN RANDOM VARIABLE WITH APPLICATION TO YOUNG AND HYPERCONTRACTIVE INEQUALITIES
• Using the Donsker delta function to compute hedging strategies
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Standardizing densities on Gaussian spaces