Orthogonal functionals of independent-increment processes
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Publication:4124075
DOI10.1109/TIT.1976.1055560zbMATH Open0353.60080OpenAlexW2098086552MaRDI QIDQ4124075FDOQ4124075
Publication date: 1976
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1976.1055560
Cited In (19)
- The numerical approximation of nonlinear functionals and functional differential equations
- A Unifying View of Wiener and Volterra Theory and Polynomial Kernel Regression
- Time-space harmonic polynomials relative to a Lévy process
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- Girsanov identities for Poisson measures under quasi-nilpotent transformations
- Multiple integral representation for functionals of Dirichlet processes
- q-Lévy processes
- On the orthogonal polynomials associated with a Lévy process
- Stochastic low-dimensional modelling of a random laminar wake past a circular cylinder
- A Fock space representation for the quantum Lorentz gas
- Limit theorems for general functionals of Brownian local times
- Multiple integration with respect to Poisson and Lévy processes
- On Some Applications of a Symbolic Representation of Non Centered Lévy Processes
- RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE
- Ingredients for a general purpose stochastic finite elements implementation
- A fully symmetric nonlinear biorthogonal decomposition theory for random fields
- Analysis on Poisson and Gamma Spaces
- Solving stochastic optimal control problems by a Wiener chaos approach
- Stochastic integrals: A combinatorial approach
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