Quadratic Wiener functionals -- transformations and quadratic forms
Abstract
Quadratic Wiener functionals are investigated systematically through transformations of order one on the Wiener space with the help of Malliavin calculus. The bi-directional relationship between quadratic Wiener functionals and transformations of order one is established via change of variables formulas on the Wiener space. The relationship is applied to the investigation of Laplace transformations of quadratic Wiener functionals. This note is made due to establishing a systematic framework to study quadratic Wiener functionals and revisiting the past works by the author with the framework.
Fields of Study & Subjects
Stochastic processes and financial applications
Probability and Statistical Research
Stochastic processes and statistical mechanics
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 1 March 2026
- Language
- EN
- Document type
- Preprint