Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation (Q3308805): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 11:41, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation |
scientific article |
Statements
Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation (English)
0 references
1983
0 references
Brownian functionals
0 references
Wiener kernels
0 references
multiple Wiener integrals
0 references
Ornstein-Uhlenbeck process
0 references