The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off


  • Bally, Vlad; Bavouzet, Marie-Pierre; Messaoud, Marouen. Integration by parts formula for locally smooth laws and applications to sensitivity computations. Ann. Appl. Probab. 17 (2007), no. 1, 33--66. MR2292579
  • Hirsch, Francis; Lacombe, Gilles. Elements of functional analysis. Translated from the 1997 French original by Silvio Levy. Graduate Texts in Mathematics, 192. Springer-Verlag, New York, 1999. xiv+393 pp. ISBN: 0-387-98524-7 MR1678925
  • Houdré, Christian; Privault, Nicolas. Concentration and deviation inequalities in infinite dimensions via covariance representations. Bernoulli 8 (2002), no. 6, 697--720. MR1962538
  • León, Jorge A.; Solé, Josep L.; Vives, Josep. A pathwise approach to backward and forward stochastic differential equations on the Poisson space. Stochastic Anal. Appl. 19 (2001), no. 5, 821--839. MR1857898
  • I. Nourdin. Lectures on Gaussian approximations with Malliavin calculus. Preprint, 2012.
  • Nourdin, Ivan; Peccati, Giovanni. Stein's method on Wiener chaos. Probab. Theory Related Fields 145 (2009), no. 1-2, 75--118. MR2520122
  • Peccati, G.; Solé, J. L.; Taqqu, M. S.; Utzet, F. Stein's method and normal approximation of Poisson functionals. Ann. Probab. 38 (2010), no. 2, 443--478. MR2642882
  • G. Peccati and C. Thäle. Gamma limits and U-statistics on the Poisson space. Preprint arXiv:1301.7289, 2013.
  • Privault, Nicolas. A calculus on Fock space and its probabilistic interpretations. Bull. Sci. Math. 123 (1999), no. 2, 97--114. MR1679033
  • Privault, Nicolas. Stochastic analysis in discrete and continuous settings with normal martingales. Lecture Notes in Mathematics, 1982. Springer-Verlag, Berlin, 2009. x+310 pp. ISBN: 978-3-642-02379-8 MR2531026
  • Rudin, Walter. Real and complex analysis. Second edition. McGraw-Hill Series in Higher Mathematics. McGraw-Hill Book Co., New York-Düsseldorf-Johannesburg, 1974. xii+452 pp. MR0344043
  • Stein, Charles M. Estimation of the mean of a multivariate normal distribution. Ann. Statist. 9 (1981), no. 6, 1135--1151. MR0630098

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.