We use the Malliavin calculus to prove a new abstract concentration inequality result for zero mean, Malliavin differentiable random variables which admit densities. We demonstrate the applicability of the result by deriving two new concrete concentration inequalities, one relating to an integral functional of a fractional Brownian motion process, and the other relating to the centered maximum ...

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize previous works by Nourdin and Nualart [J. Theoret. Probab. 23 (2010) 39–64] and Harnett and Nualart [Stochastic Process. Appl. 122 (2012) 3460–3505], and pr...

In this paper we present the groundwork for an It\^o/Malliavin stochastic calculus and Hida's white noise analysis in context of a supersymmentry with Z3-graded algebras. To end establish ternary Fock space corresponding strong algebra distributions its application study processes context.