Expansion of the density: a Wiener-chaos approach

We prove a Taylor expansion of the density p(epsilon)(y) of a Wiener functi onal F-epsilon with Wiener-chaos decomposition F-epsilon = y + Sigma(n=1)(i nfinity) epsilon(n)I(n)(f(n)), epsilon is an element of (0, 1]. Using Malli avin calculus, a precise description of the coefficients in,the development in terms of the multiple integrals I-n(f(n)) is provided. This general res ult is applied to the study of the density in two examples of hyperbolic st ochastic partial differential equations with linear coefficients, where the driving noise has been perturbed by a coefficient epsilon.