On Non-degenerate Chaos Processes
Abstract
We consider a process \Xt\0≤ t≤ 1 in a fixed Wiener chaos Hn. We establish some non-degenerate properties and related results for \Xt\0≤ t≤ 1. As an application, we show that solution to SDE driven by \Xt\0≤ t≤ 1 admits a density. Our approach relies on an interplay between Malliavin calculus and analysis on Wiener space.
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