Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative (Q3074597): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/10652469.2010.499734 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2009700370 / rank | |||
Normal rank |
Revision as of 03:31, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative |
scientific article |
Statements
Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative (English)
0 references
9 February 2011
0 references
Hermite polynomials and functions
0 references
series expansions of distributions
0 references
generalized random process
0 references
chaos expansion
0 references
Malliavin derivative
0 references
Ornstein-Uhlenbeck operator
0 references