Wick calculus for nonlinear Gaussian functionals (Q1036919)

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Wick calculus for nonlinear Gaussian functionals
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    Statements

    title
    Wick calculus for nonlinear Gaussian functionals (English)
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    author
    Yaozhong Hu
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    Jia'an Yan
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    publication date
    13 November 2009
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    zbMATH Keywords
    Malliavin calculus
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    multiple integral
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    chaos decomposition
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    Wick product
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    Wick renormalization
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60H05
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    60H07
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    60H40
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    zbMATH DE Number
    5632909
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