Homogeneous chaos revisited. (English) Zbl 0632.60061

Stroock, Daniel W.

Sémin. probabilités XXI, Lect. Notes Math. 1247, 1-7 (1987).

[For the entire collection see Zbl 0606.00022.]
The author gives a new view point for Wiener-Itô expansions by using operators in the Malliavin calculus as tools.

Reviewer: S.Kusuoka

MSC:

60H99	Stochastic analysis
60G15	Gaussian processes

Keywords:

homogeneous chaos; Wiener-Itô expansions; Malliavin calculus

Citations:

Zbl 0606.00022