Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation (Q3308805): Difference between revisions
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Latest revision as of 22:44, 19 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)
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1983
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Brownian functionals
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Wiener kernels
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multiple Wiener integrals
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Ornstein-Uhlenbeck process
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