Covariance identities and inequalities for functionals on Wiener and Poisson spaces
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Publication:1897190
DOI10.1214/aop/1176988392zbMath0831.60029OpenAlexW1984582610MaRDI QIDQ1897190
Christian Houdré, Victor Perez-Abreu
Publication date: 11 February 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988392
covariance identitiesMalliavin calculus techniquesinequalities for functionals of the Wiener process
Inequalities; stochastic orderings (60E15) Stochastic calculus of variations and the Malliavin calculus (60H07)
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