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- W2167714098 abstract "We give a formula of expanding the solution of a stochastic differential equation (abbreviated as SDE) into a finite Itô-Wiener chaos with explicit residual. And then we apply this formula to obtain several inequalities for diffusions such as FKG type inequality, variance inequality and a correlation inequality for Gaussian measure. A simple proof for Houdré-Kagan's variance inequality for Gaussian measure is also given." @default.
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- W2167714098 doi "https://doi.org/10.1023/a:1022654314791" @default.
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