Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative (Q3074597)
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scientific article; zbMATH DE number 5849300
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| English | Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative |
scientific article; zbMATH DE number 5849300 |
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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0.8247384428977966
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0.8183183670043945
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0.8032119870185852
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0.7690523862838745
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