Geodesic
Chaos expansion methods in Malliavin calculus: A survey of recent results
Novi Sad Journal of Mathematics, Tome 45 (2015) no. 1.

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We present a review of the most important historical as well as recent results of Malliavin calculus in the framework of the Wiener-It\^o chaos expansion.
Publié le :
DOI : 10.30755/NSJOM.dans14.03
Classification : 60H40, 60H07, 60H10, 60G20
Keywords: White noise space, series expansion, Malliavin derivative, Skorokhod integral, Ornstein-Uhlenbeck operator, Wick product, Gaussian process, density, Stein's method 
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Tijana Levajković; Stevan Pilipović; Dora Seleši. Chaos expansion methods in Malliavin calculus: A survey of recent results. Novi Sad Journal of Mathematics, Tome 45 (2015) no. 1. doi : 10.30755/NSJOM.dans14.03. http://geodesic.mathdoc.fr/articles/10.30755/NSJOM.dans14.03/

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