Expansion of the density: A Wiener-chaos approach

DOI10.2307/3318435zbMATH Open0924.60030OpenAlexW2015005761MaRDI QIDQ1290375FDOQ1290375

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

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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)

Cited In (6)

• Title not available (Why is that?)
• A remark on the asymptotic expansion of density function of Wiener functionals
• Title not available (Why is that?)
• On the density of phase-space expansions
• Varadhan–Léandre estimates for a family of random vectors
• Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities

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