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Tools for Malliavin calculus in UMD Banach spaces
Malliavin calculus Skorohod integral anticipating processes Meyer inequalities UMD Banach space type 2 space chain rule
2012/4/16
In this paper we study the Malliavin derivatives and Skorohod integrals for processes taking values in an infinite dimensional space. Such results are motivated by their applications to SPDEs and in p...
Malliavin Calculus and Self Normalized Sums
Malliavin calculus multiple stochastic integrals Steinn’s method self-normalized sums limit theorems
2011/8/23
Abstract: We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry-Ess\'een bound w...