Selected topics in Malliavin calculus. Chaos, divergence and so much more

DOI10.1007/978-3-031-01311-9OpenAlexW4285238750MaRDI QIDQ2139897

Laurent Decreusefond

Publication date: 19 May 2022

Published in: Bocconi \& Springer Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-01311-9

zbMATH Keywords

fractional Brownian motionMalliavin calculusPoisson point processesabstract Wiener spaceMalliavin-Stein method

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic analysis (60Hxx)

Related Items (1)

Diffusive limits of Lipschitz functionals of Poisson measures

This page was built for publication: Selected topics in Malliavin calculus. Chaos, divergence and so much more