Orthogonal functionals of independent-increment processes

DOI10.1109/TIT.1976.1055560MaRDI QIDQ4124075zbMATH OpenOpenAlexFDO

Authors Adrian Segall, T. Kailath

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

Mathematics Subject Classification ID

Markov processes (60J99)

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
• Girsanov identities for Poisson measures under quasi-nilpotent transformations
• Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
• 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
• Ingredients for a general purpose stochastic finite elements implementation
• RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE
• On some applications of a symbolic representation of non centered Lévy processes
• 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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