Yan, J. A. Développement des distributions suivant les chaos de Wiener et applications a l’analyse stochastique. (Developement of distributions along the Wiener chaos and applications to stochastic analysis). (French) Zbl 0621.60048 Sémin. probabilités XXI, Lect. Notes Math. 1247, 27-32 (1987). [For the entire collection see Zbl 0606.00022.] In this note we show that Meyer’s formal expansion of generalized Wiener functionals in the Watanabe sense [see P. A. Meyer and the author, A propos des distributions sur l’espace de Wiener, ibid. 8-26 (1987)] can be applied to stochastic analysis. As an example, we give a simple proof of a recent result of A. S. Ustunel [Representation of the distributions on Wiener space and stochastic calculus of variation. Preprint] about the representation of generalized Wiener functionals which is an extension of Clark’s theorem [J. M. C. Clark, Ann. Math. Stat. 41, 1282-1295 (1970; Zbl 0213.194); Corrections ibid. 42, 1778 (1971)]. Cited in 1 Document MSC: 60G20 Generalized stochastic processes 60J65 Brownian motion 60H99 Stochastic analysis Keywords:expansion of generalized Wiener functionals; representation of generalized Wiener functionals Citations:Zbl 0606.00022; Zbl 0213.194 PDFBibTeX XML Full Text: Numdam EuDML