The Annals of Probability, Vol. 27, No. 2 (Apr., 1999), pp. 664-683 (20 pages) The geometric stochastic analysis on the Riemannian path space developed recently gives rise to the concept of tangent ...
SIAM Journal on Numerical Analysis, Vol. 47, No. 2 (2009), pp. 1546-1575 (30 pages) The Malliavin—Thalmaier formula was introduced in [P. Malliavin and A. Thalmaier, Stochastic Calculus of Variations ...
Stein kernels are a way of measuring distances between probability measures, defined via integration by parts formulas. I will present a connection between these kernels and optimal transport. The ...
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