We prove a Taylor expansion of the density of a Wiener functional with Wiener-chaos decomposition , . Using Malliavin calculus, a precise description of the coefficients in the development in terms of the multiple integrals is provided. This general result is applied to the study of the density in two examples of hyperbolic stochastic partial differential equations with linear coefficients, where the driving noise has been perturbed by a coefficient .
"Expansion of the density: a Wiener-chaos approach." Bernoulli 5 (2) 257 - 274, april 1999.