Expansion of the density: A Wiener-chaos approach

DOI10.2307/3318435MaRDI QIDQ1290375zbMATH OpenOpenAlexFDO

Authors David Márquez-Carreras, Marta Sanz-Solé

Publication date 8 November 1999

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2445/23364

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsprobability densitiesWiener functionals

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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(6)

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