In this talk we consider classes of SDEs in which three main operators of Malliavin calculus appear, the Malliavin derivative, the Skorokhod integral and the Ornstein-Uhlenbeck operator. We apply the chaos expansion method in white noise spaces and obtain an explicit form of solutions of initial equations in the space of Kondratiev generalized stochastic processes.

This talk is based on joint work with Stevan Pilipović and Dora Seleši.