Chaos expansion methods in Malliavin calculus: A survey of recent results

DOI10.30755/NSJOM.dans14.03zbMath1474.60145OpenAlexW2303043923WikidataQ130201305 ScholiaQ130201305MaRDI QIDQ5278870

Stevan Pilipović, Dora Seleši, Tijana Levajković

Publication date: 19 July 2017

Published in: Novi Sad Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.30755/nsjom.dans14.03

zbMATH Keywords

Gaussian processWick productseries expansionStein's methoddensityOrnstein-Uhlenbeck operatorSkorokhod integralMalliavin derivativewhite noise space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)

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