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scientific article; zbMATH DE number 6964030

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 6964030

Statements

scholarly article

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Alexander Egorov

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publication date

24 October 2018

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full work available at URL

http://mathnet.ru/eng/timb209

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zbMATH Keywords

functional polynomials

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MaRDI profile type

MaRDI publication profile

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A ``Simpson's rule'' for the numerical evaluation of Wiener's integrals in function space

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Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations

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Approximate formulas for expectations of functionals of solutions to stochastic differential equations

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The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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Wiener chaos solutions of linear stochastic evolution equations

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Anticipating integrals for a class of martingales

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4691866

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