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arXiv · 2208.01615

On Non-degenerate Chaos Processes

Guang Yang
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Abstract

We consider a process $\{X_t\}_{0\leq t\leq 1}$ in a fixed Wiener chaos $\mathcal{H}_n$. We establish some non-degenerate properties and related results for $\{X_t\}_{0\leq t\leq 1}$. As an application, we show that solution to SDE driven by $\{X_t\}_{0\leq t\leq 1}$ admits a density. Our approach relies on an interplay between Malliavin calculus and analysis on Wiener space.

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Guang Yang. 2022-08-02. On Non-degenerate Chaos Processes. https://arxiv.org/abs/2208.01615

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