Chaos expansion for the solutions of stochastic differential equations (Q1285774)
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scientific article; zbMATH DE number 1281197
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| English | Chaos expansion for the solutions of stochastic differential equations |
scientific article; zbMATH DE number 1281197 |
Statements
Chaos expansion for the solutions of stochastic differential equations (English)
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28 April 1999
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homogeneous chaos
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stochastic differential equations
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black box
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Isobe-Sato formula
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Wiener-Ito chaos expansion
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nonautonomous systems
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transition density
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identification
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0.8159914016723633
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0.7824854254722595
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0.7753195762634277
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