Expansion of the density: A Wiener-chaos approach

DOI10.2307/3318435zbMath0924.60030OpenAlexW2015005761MaRDI QIDQ1290375

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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