A Brief Background on Malliavin Calculus and White Noise Analysis
摘要
This chapter is a summary of Malliavin calculusMalliavin calculus and white noise analysis that is useful to understand the modeling done in the subsequent chapters. No attempt is made to be mathematically rigorous, and we closely follow what is published in the literature and state the results so that the mathematics can be used in the computations. Starting with Wiener–Itô Chaos expansionWiener–Itô chaos expansion for a random variable, we introduce the white noise analysis and Wick productsWick products in a heuristic manner and explain the potential importance of them in developing theory in chemical transformationsChemical transformations.