Density Formula in Malliavin Calculus by Using Stein’s Method and Diffusions
Let <i>G</i> be a random variable of functionals of an isonormal Gaussian process <i>X</i> defined on some probability space. Studies have been conducted to determine the exact form of the density function of the random variable <i>G</i>. In this paper, unlike pre...
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| Format: | Article |
| Language: | English |
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MDPI AG
2025-01-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/13/2/323 |
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