An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion (Q2026638)
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English | An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion |
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An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion (English)
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20 May 2021
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functionals of random processes
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Wiener chaos expansion
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mathematical expectations of functionals
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approximate formulas
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