Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative (Q3074597): Difference between revisions
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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)
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9 February 2011
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Hermite polynomials and functions
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series expansions of distributions
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generalized random process
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chaos expansion
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Malliavin derivative
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Ornstein-Uhlenbeck operator
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