Browse ORBilu by Open Access
- What it is and what it isn't
- Green Road / Gold Road?
- Ready to Publish. Now What?
- How can I support the OA movement?
- Where can I learn more?
ORBilu is a project developed by
   First Order Feynman-Kac Formula; Thompson, James  in Stochastic Processes & Their Applications (2018) We study the parabolic integral kernel associated with the weighted Laplacian and the Feynman-Kac kernels. For manifold with a pole we deduce formulas and estimates for them and for their derivatives ... [more ▼] We study the parabolic integral kernel associated with the weighted Laplacian and the Feynman-Kac kernels. For manifold with a pole we deduce formulas and estimates for them and for their derivatives, given in terms of a Gaussian term and the semi-classical bridge. Assumptions are on the Riemannian data. [less ▲] Detailed reference viewed: 152 (29 UL)Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionalsZheng, Guangqu in Stochastic Processes & Their Applications (2017), 127(5), 1622-1636 In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain ... [more ▼] In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived by Nourdin et al. (2010) and then we deduce the bound on Wasserstein distance for normal approximation using the (discrete) Malliavin–Stein approach. Besides, we are able to give the almost sure central limit theorem for a sequence of random variables inside a fixed Rademacher chaos using the Ibragimov–Lifshits criterion [less ▲] Detailed reference viewed: 76 (5 UL)Comparison inequalities on the Wiener spaceNourdin, Ivan ; Peccati, Giovanni ; in Stochastic Processes & Their Applications (2014), 124(4), 1566-1581 Detailed reference viewed: 79 (2 UL)Representation of Gaussian isotropic spin random fields; Rossi, Maurizia in Stochastic Processes & Their Applications (2014) Detailed reference viewed: 56 (0 UL)Fine Gaussian fluctuations on the Poisson space II: Rescaled kernels, marked processes and geometric $U$-statistics; Peccati, Giovanni in Stochastic Processes & Their Applications (2013), 123(12), 4186--4218 Detailed reference viewed: 103 (1 UL)Convergence in total variation on Wiener chaosNourdin, Ivan ; in Stochastic Processes & Their Applications (2013), 123 Detailed reference viewed: 54 (2 UL)An invariance principle under the total variation distancePoly, Guillaume Joseph ; Nourdin, Ivan in Stochastic Processes & Their Applications (2013) Detailed reference viewed: 96 (1 UL)Quantitative Breuer-Major theoremsNourdin, Ivan ; Peccati, Giovanni ; in Stochastic Processes & Their Applications (2011), 121(4), 793--812 Detailed reference viewed: 110 (2 UL)Almost sure central limit theorems on the Wiener space; Nourdin, Ivan ; in Stochastic Processes & Their Applications (2010), 120 Detailed reference viewed: 66 (2 UL)Weak approximation of a fractional SDE; Nourdin, Ivan ; et alin Stochastic Processes & Their Applications (2010), 120 Detailed reference viewed: 67 (3 UL)Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds; Thalmaier, Anton ; in Stochastic Processes & Their Applications (2009), 119(10), 3653-3670 Detailed reference viewed: 195 (19 UL)High-frequency asymptotics for subordinated stationary fields on an abelian compact group; Peccati, Giovanni in Stochastic Processes & Their Applications (2008), 118(4), 585--613 Detailed reference viewed: 96 (0 UL)Gradient estimates for positive harmonic functions by stochastic analysis; ; Thalmaier, Anton in Stochastic Processes & Their Applications (2007), 117(2), 202-220 Detailed reference viewed: 202 (19 UL)On quadratic functionals of the Brownian sheet and related processes; Peccati, Giovanni ; in Stochastic Processes & Their Applications (2006), 116(3), 493--538 Detailed reference viewed: 99 (2 UL)Anticipative stochastic integration based on time-space chaosPeccati, Giovanni in Stochastic Processes & Their Applications (2004), 112(2), 331--355 Detailed reference viewed: 86 (0 UL) |
||
