SCOPUS 정보 검색 플랫폼

Volumn 2006, Issue , 2011, Pages 309-325

Asymptotic Cramér's theorem and analysis on Wiener space

Author keywords

Limit theorems; Malliavin calculus; Multiple stochastic integrals; Stein's method

Indexed keywords

EID: 78049435913 PISSN: 00758434 EISSN: None Source Type: Book Series
DOI: 10.1007/978-3-642-15217-7_12 Document Type: Article

Times cited : (3)

References (12)

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- Über eine eigenschaft der normalen verteilungsfunction
- Cramér, H.: Über eine Eigenschaft der normalen Verteilungsfunction. Math. Z. 41(2), 405-414 (1936)
- (1936) Math. Z. , vol.41 , Issue.2 , pp. 405-414
- Cramér, H.¹

2
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- Springer, Berlin
- Malliavin, P.: Stochastic Analysis. Springer, Berlin (2002)
- (2002) Stochastic Analysis
- Malliavin, P.¹

3
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- Stein's method on Wiener chaos
- Nourdin, I., Peccati, G.: Stein's method on Wiener chaos. Probab. Theor. Relat. Field. 145(1), 75-118 (2009)
- (2009) Probab. Theor. Relat. Field. , vol.145 , Issue.1 , pp. 75-118
- Nourdin, I.¹ Peccati, G.²

4
- 77049091106
- Stein's method and exact Berry-Esséen asymptotics for functionals of gaussian fields
- Nourdin, I., Peccati, G.: Stein's method and exact Berry-Esséen asymptotics for functionals of Gaussian fields. Ann. Probab. 37(6), 2200-2230 (2009)
- (2009) Ann. Probab. , vol.37 , Issue.6 , pp. 2200-2230
- Nourdin, I.¹ Peccati, G.²

6
- 0004035123
- 2nd edn, Springer, Berlin
- Nualart, D.: Malliavin Calculus and Related Topics, 2nd edn. Springer, Berlin (2006)
- (2006) Malliavin Calculus and Related Topics
- Nualart, D.¹

7
- 39149144861
- Central limit theorems for multiple stochastic integrals and malliavin calculus
- Nualart, D., Ortiz-Latorre, S.: Central limit theorems for multiple stochastic integrals and Malliavin calculus. Stoch. Proc. Appl. 118, 614-628 (2008)
- (2008) Stoch. Proc. Appl. , vol.118 , pp. 614-628
- Nualart, D.¹ Ortiz-Latorre, S.²

8
- 0042798519
- Some relations among classes of σ fields on wiener space
- Nualart, D., Üstunel, A.S., Zakai, M.: Some relations among classes of σ fields on Wiener space. Probab. Theor. Relat. Field. 84, 119-129 (1990)
- (1990) Probab. Theor. Relat. Field. , vol.84 , pp. 119-129
- Nualart, D.¹ Üstunel, A.S.² Zakai, M.³

9
- 85007107687
- Séminaire de Probabilités XXXIV
- Peccati, G., Tudor, C.A.: Gaussian limits for vector-valued multiple stochastic integrals. Séminaire de Probabilités, XXXIV, 247-262 (2004)
- (2004) Gaussian Limits for Vector-Valued Multiple Stochastic Integrals , pp. 247-262
- Peccati, G.¹ Tudor, C.A.²

10
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- preprint
- Tudor, C.A.: On the Structure of Gaussian Random Variables. (preprint) (2009) http://arxiv. org/PS,cache/arxiv/pdf/0907/0907.2501v2.pdf
- (2009) On the Structure of Gaussian Random Variables
- Tudor, C.A.¹

11
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- On independence and conditioning on wiener space
- Ustunel, A.S., Zakai, M.: On independence and conditioning on Wiener space. Ann. Probab. 17(4), 1441-1453 (1989)
- (1989) Ann. Probab. , vol.17 , Issue.4 , pp. 1441-1453
- Ustunel, A.S.¹ Zakai, M.²

12
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- On the structure of independence on wiener space
- Ustunel, A.S., Zakai, M.: On the structure of independence on Wiener space. J. Funct. Anal. 90, 113-137 (1990)
- (1990) J. Funct. Anal. , vol.90 , pp. 113-137
- Ustunel, A.S.¹ Zakai, M.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.