@article{EJP1838,
author = {Nicolas Bouleau and Laurent Denis},
title = {Chaotic extensions and the lent particle method for Brownian motion},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {18},
year = {2013},
keywords = {Malliavin calculus, chaotic extensions, normal martingales},
abstract = {In previous works, we have developed a new Malliavin calculus on the Poisson space based on the lent particle formula. The aim of this work is to prove that, on the Wiener space for the standard Ornstein-Uhlenbeck structure, we also have such a formula which permits to calculate easily and intuitively the Malliavin derivative of a functional. Our approach uses chaos extensions associated to stationary processes of rotations of normal martingales.},
pages = {no. 56, 1-16},
issn = {1083-6489},
doi = {10.1214/EJP.v18-1838},
url = {http://ejp.ejpecp.org/article/view/1838}}