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Tail probabilities in Gauss space

Part of the Lecture Notes in Mathematics book series (LNM,volume 644)

Keywords

  • Stochastic Differential Equa
  • Frechet Space
  • Gauss Space
  • sUbadditivity Condition
  • Stochastic Multiple Integral

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References

  1. Bochnak, J. and Siciak, J., Polynomials and multilinear mappings in topological vector spaces. Studia Math. 38, 59–76 (1971).

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  2. Borell, C., The Brunn-Minkowski inequality in Gauss space. Invent. Math. 30, 207–216 (1975).

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© 1978 Springer-Verlag

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Borell, C. (1978). Tail probabilities in Gauss space. In: Aron, R.M., Dineen, S. (eds) Vector Space Measures and Applications I. Lecture Notes in Mathematics, vol 644. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0066841

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  • DOI: https://doi.org/10.1007/BFb0066841

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08668-0

  • Online ISBN: 978-3-540-35906-7

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