Wick calculus for nonlinear Gaussian functionals

DOI10.1007/s10255-008-8808-0zbMath1186.60034arXiv0901.4911OpenAlexW2087736753MaRDI 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 calculusWick productmultiple integralchaos decompositionWick renormalization

Mathematics Subject Classification ID

Gaussian processes (60G15) White noise theory (60H40) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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