On an extension of the Hilbertian central limit theorem to Dirichlet forms

zbMath1159.31003MaRDI QIDQ935576

Christophe Chorro

Publication date: 11 August 2008

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1216151109

zbMATH Keywords

propagation of errors, Dirichlet forms

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Dirichlet forms (31C25) Linear symmetric and selfadjoint operators (unbounded) (47B25) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Sensitivity analysis for optimization problems on manifolds (49Q12)

Cites Work

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• Convergence in Dirichlet law of certain stochastic integrals
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• Dirichlet forms and analysis on Wiener space
• Gaussian measures in Banach spaces
• Error structures and parameter estimation.
• Lipschitzian complete error calculus and Dirichlet forms
• Perturbation theory for linear operators.
• On closability of directional gradients
• Metric entropy and the central limit theorem in C(S)
• Donsker's theorem and Dirichlet forms.

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