scientific article; zbMATH DE number 18212

MaRDI QIDQ3975575zbMATH OpenFDO

Authors Rémi Léandre, Paul-André Meyer

Publication date 26 June 1992

Full work available at URL http://www.numdam.org/item?id=SPS_1989__23__161_0, https://eudml.org/doc/113667

zbMATH Keywords

chaos expansionstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Diffusions, their derivatives and expansions in Wiener chaos
• scientific article; zbMATH DE number 18213
• scientific article; zbMATH DE number 991410
• Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities
• On the continuity of Wiener chaos

Cited in

(12)

• Chaos expansion for the solutions of stochastic differential equations
• Expansion of the density: A Wiener-chaos approach
• The asymptotic error of chaos expansion approximations for stochastic differential equations
• Diffusions, their derivatives and expansions in Wiener chaos
• Дифузiї, породженi вiнеровим процесом
• A Wiener Chaos Approach to Hyperbolic SPDEs
• scientific article; zbMATH DE number 5657382 (Why is no real title available?)
• scientific article; zbMATH DE number 4050696 (Why is no real title available?)
• scientific article; zbMATH DE number 18213 (Why is no real title available?)
• scientific article; zbMATH DE number 139951 (Why is no real title available?)
• Wiener chaos and the Cox–Ingersoll–Ross model
• Régularité \(C^{\infty}\) des noyaux de Wiener d'une diffusion. \((C^{\infty}\)-regularity of Wiener kernels of a diffusion)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3975575)