Integration-by-parts characterizations of Gaussian processes

Author:

Azmoodeh Ehsan,Sottinen Tommi,Tudor Ciprian A.,Viitasaari Lauri

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics

Reference16 articles.

1. Alòs, E., Mazet, O., Nualart, D.: Stochastic calculus with respect to Gaussian processes. Ann. Probab. 29, 766–801 (2001)

2. Barbour, A.D.: Stein’s method for diffusion approximations. Probab. Theory Relat. Fields 84, 297–322 (1990)

3. Coutin, L., Decreusefond, L.: Stein’s method for Brownian approxima- tions. Commun. Stoch. Anal. 7, 349–372 (2013)

4. Gross, L.: Abstract Wiener spaces. In: Proceedings of Fifth Berkeley Symposium, Mathematics of Statistics and Probability, Vol. II: Contributions to Probability Theory, Part 1. Univ. California Press, Berkeley, pp. 31–42 (1967)

5. Hsu, E.P.: Characterization of Brownian motion on manifolds through integration by parts, in Stein’s method and applications. In: Volume 5 of Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore, Singapore Univ. Press, Singapore, pp. 195–208 (2005)

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