Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation
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Publication:3308805
DOI10.2307/3213587zbMath0528.60055OpenAlexW4252029633WikidataQ115228677 ScholiaQ115228677MaRDI QIDQ3308805
Publication date: 1983
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213587
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99)
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