Introduction to the calculation of Mallawan. 2nd edition. Konakov V.D.

The first part of the book is devoted to the necessary mathematical information to prove the Viner-Ito theorem. The second part of the book is devoted to the evidence of a simple and generalized Clark-Ocon theorem, which finds application in financial mathematics. The version of the final theory of Mullyanen was set out, which allows to investigate the smoothness of non -linear functionals set in space with a Gaussian measure.

All the main objects of the theory are determined through decompositions according to polynomial chaos.

for each of the topics considered are given tasks and their solutions are given.