Integration by parts, homogeneous chaos expansions and smooth densities (Q1119268)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Integration by parts, homogeneous chaos expansions and smooth densities |
scientific article |
Statements
Integration by parts, homogeneous chaos expansions and smooth densities (English)
0 references
1989
0 references
martingale representation
0 references
chaos expansion
0 references
Malliavin calculus
0 references
stochastic flows
0 references