Equations Involving Malliavin Derivative: A Chaos Expansion Approach (Q3460374): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equations Involving Malliavin Derivative: A Chaos Expansion Approach |
scientific article |
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Equations Involving Malliavin Derivative: A Chaos Expansion Approach (English)
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7 January 2016
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Malliavin derivative
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Wick product
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stochastic differential equation
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Gaussian process
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white noise spaces
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generalized stochastic processes
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chaos expansion
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stochastic Galerkin method
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