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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    Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative
    scientific article; zbMATH DE number 5849300

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      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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