Calculating the Malliavin derivative of some stochastic mechanics problems

• Paul Hauseux,

  Roles Conceptualization, Formal analysis, Methodology, Software, Validation, Visualization, Writing – original draft

  Affiliation Institute of Computational Engineering, University of Luxembourg, 6 Avenue de la Fonte, 4362 Esch-sur-Alzette, Luxembourg

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• Jack S. Hale,

  Roles Formal analysis, Methodology, Software, Supervision, Validation, Visualization, Writing – review & editing

  Affiliation Institute of Computational Engineering, University of Luxembourg, 6 Avenue de la Fonte, 4362 Esch-sur-Alzette, Luxembourg

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• Stéphane P. A. Bordas

  Roles Funding acquisition, Project administration, Supervision, Writing – review & editing

  * E-mail: stephane.bordas@uni.lu

  Affiliations Institute of Computational Engineering, University of Luxembourg, 6 Avenue de la Fonte, 4362 Esch-sur-Alzette, Luxembourg, Cardiff School of Engineering, Cardiff University, The Queen’s Building, The Parade, Cardiff, Wales, CF24 3AA, United Kingdom

  http://orcid.org/0000-0001-7622-2193

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