On the connection of the white-noise and Malliavin calculi (Q1075689)

In this note the chain rule for composites of smooth functions on \({\mathbb{R}}^ d\) and \({\mathbb{R}}^ d\)-valued white noise functionals with respect to Hida's \(\partial_ t\)-derivatives [see \textit{T. Hida}, Brownian Motion. (1980; Zbl 0432.60002); \textit{I. Kubo} and \textit{S. Takenaka}, Proc. Japan Acad., Ser. A 56, 376-380; 411-416 (1980; Zbl 0459.60068 and Zbl 0475.60064, resp.); ibid. 57, 433-437 (1981; Zbl 0497.60072); ibid. 58, 186-189 (1982; Zbl 0511.60061); and \textit{H.-H. Kuo}, Acta Appl. Math. 1, 175-188 (1983; Zbl 0527.60036)] is established under certain conditions. This formula, together with standard results [cf. the quoted works above], allows for a convenient reformulation of the Malliavin calculus [\textit{P. Malliavin}, Proc. int. Symp. on stochastic differential equations, Kyoto 1976, 195-263 (1978; Zbl 0411.60060)] in the white noise language.