Wick calculus for nonlinear Gaussian functionals

DOI10.1007/s10255-008-8808-0zbMath1186.60034arXiv0901.4911MaRDI QIDQ1036919

Yaozhong Hu, Jia'an Yan

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

zbMATH Keywords

Malliavin calculus; Wick product; multiple integral; chaos decomposition; Wick renormalization

Mathematics Subject Classification ID

60G15: Gaussian processes

60H40: White noise theory

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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