Integration by parts, homogeneous chaos expansions and smooth densities (Q1119268)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Integration by parts, homogeneous chaos expansions and smooth densities |
scientific article; zbMATH DE number 4098422
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
1989
0 references
martingale representation
0 references
chaos expansion
0 references
Malliavin calculus
0 references
stochastic flows
0 references