Integration by parts, homogeneous chaos expansions and smooth densities (Q1119268)

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scientific article; zbMATH DE number 4098422
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English
Integration by parts, homogeneous chaos expansions and smooth densities
scientific article; zbMATH DE number 4098422

    Statements

    Integration by parts, homogeneous chaos expansions and smooth densities (English)
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    1989
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    martingale representation
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    chaos expansion
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    Malliavin calculus
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    stochastic flows
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