Wick calculus for nonlinear Gaussian functionals
From MaRDI portal
Publication:1036919
DOI10.1007/s10255-008-8808-0zbMath1186.60034arXiv0901.4911MaRDI QIDQ1036919
Publication date: 13 November 2009
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.4911
60G15: Gaussian processes
60H40: White noise theory
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
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