Orthogonal functionals of the Poisson process
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Cited in
(48)- The numerical approximation of nonlinear functionals and functional differential equations
- On theL2-Theory of product stochastic measures and multiple wiener–ito integrals
- A Unifying View of Wiener and Volterra Theory and Polynomial Kernel Regression
- Central limit theorems for double Poisson integrals
- Anticipating integrals and martingales on the Poisson space
- Martingale representation for Poisson processes with applications to minimal variance hedging
- Finite Markov chains and multiple orthogonal polynomials
- Poisson process Fock space representation, chaos expansion and covariance inequalities
- Discrete chaotic calculus and covariance identities
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- Identification of sparse neural functional connectivity using penalized likelihood estimation and basis functions
- Scattering of waves from a random cylindrical surface
- Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
- Sensitivity analysis of large-eddy simulations to subgrid-scale-model parametric uncertainty using polynomial chaos
- Variance bounds for a class of biochemical birth/death like processes via a discrete expansion and spectral properties of the master equation
- Enhancing sparsity of Hermite polynomial expansions by iterative rotations
- A Poisson-Charlier approximation for nonstationary queues
- On nonintrusive uncertainty quantification and surrogate model construction in particle accelerator modeling
- Suboptimal sequential estimation-detection scheme for Poisson driven linear systems
- A general framework of rotational sparse approximation in uncertainty quantification
- The calculus of variations for processes with independent increments
- A Fock space representation for the quantum Lorentz gas
- On infinitely divisible self-similar random fields
- An improved technique on the stochastic functional approach for randomly rough surface scattering: numerical-analytical Wiener analysis
- Generalized Poisson functionals
- A numerical comparison of finite difference and finite element methods for a stochastic differential equation with polynomial chaos
- Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems
- Orthogonal intertwiners for infinite particle systems in the continuum
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- Application of Galerkin method to Kirchhoff plates stochastic bending problem
- Multiple integration with respect to Poisson and Lévy processes
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Iterative polynomial approximation adapting to arbitrary probability distribution
- Time-dependent generalized polynomial chaos
- Filtering with marked point process observations via Poisson chaos expansion
- A fully symmetric nonlinear biorthogonal decomposition theory for random fields
- A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions
- Wiener analysis of nonlinear systems using Poisson-Charlier crosscorrelation
- Solving stochastic optimal control problems by a Wiener chaos approach
- Uncertainty quantification for systems of conservation laws
- scientific article; zbMATH DE number 7510837 (Why is no real title available?)
- Stochastic Chebyshev-Picard iteration method for nonlinear differential equations with random inputs
- Stochastic design optimization: application to reacting flows
- General methodology for nonlinear modeling of neural systems with Poisson point-process inputs
- Stochastic integrals: A combinatorial approach
- ASIC implementation of a nonlinear dynamical model for hippocampal prosthesis
- Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
- Identification of nonlinear systems using random impulse train inputs
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