Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis
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Publication:849014
DOI10.1016/j.jfa.2009.07.005zbMath1202.60081OpenAlexW1964616500MaRDI QIDQ849014
Hélène Airault, Paul Malliavin, Frederi G. Viens
Publication date: 24 February 2010
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2009.07.005
conditional probabilitydensity formulaWiener spacequasi-sure analysisNourdin-Peccati analysisStein's Lemma
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60)
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