Nourdin, Ivan; Peccati, Giovanni; Viens, Frederi G. - In: Stochastic Processes and their Applications 124 (2014) 4, pp. 1566-1581
We define a covariance-type operator on Wiener space: for F and G two random variables in the Gross–Sobolev space D1,2 of random variables with a square-integrable Malliavin derivative, we let ΓF,G≔〈DF,−DL−1G〉, where D is the Malliavin derivative operator and L−1 is the...
