Density formula and concentration inequalities with Malliavin calculus

Electronic Journal of Probability

Volumn 14, Issue , 2009, Pages 2287-2309

  Nourdin, Ivan ^a   Viens, Frederi G ^b  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Concentration inequality; Density; Fractional Brownian motion; Malliavin calculus; Suprema of Gaussian processes

Indexed keywords

EID: 77949567856     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v14-707     Document Type: Article

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