# name
Expansion of the density: a Wiener-chaos approach

# metadata.dc.description.abstract[].value
We prove a Taylor expansion of the density pε(y) of a Wiener functional Fε with Wiener-chaos decomposition Fε=y+∑∞n=1εnIn(fn), ε∈(0,1]. Using Malliavin calculus, a precise description of the coefficients in the development in terms of the multiple integrals In(fn) is provided. This general result is applied to the study of the density in two examples of hyperbolic stochastic partial differential equations with linear coefficients, where the driving noise has been perturbed by a coefficient ε.

# metadata.dc.publisher[].value
Bernoulli Society for Mathematical Statistics and Probability

# metadata.dc.rights[].value
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 1999

# metadata.dc.source[].value
Articles publicats en revistes (Matemàtiques i Informàtica)

# metadata.dc.title[].value
Expansion of the density: a Wiener-chaos approach