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Showing 2009 · math.PRShow all
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math.PR2009★ 3 cited
Stochastic Taylor expansions and heat kernel asymptotics
Fabrice Baudoin
These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illust…
math.PR2009
Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
Frederi G. Viens
We consider a random variable X satisfying almost-sure conditions involving G:=<DX,-DL^{-1}X> where DX is X's Malliavin derivative and L^{-1} is the inverse Ornstein-Uhlenbeck oper…