Chaos expansion methods in Malliavin calculus: A survey of recent results (Q5278870)
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scientific article; zbMATH DE number 6749297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chaos expansion methods in Malliavin calculus: A survey of recent results |
scientific article; zbMATH DE number 6749297 |
Statements
Chaos expansion methods in Malliavin calculus: A survey of recent results (English)
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19 July 2017
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white noise space
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series expansion
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Malliavin derivative
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Skorokhod integral
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Ornstein-Uhlenbeck operator
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Wick product
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Gaussian process
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density
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Stein's method
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