POLYNOMIALS IN LINEAR RANDOM FUNCTIONS

DOI10.1070/RM1977V032N02ABEH001618zbMATH Open0378.60024MaRDI QIDQ4157729FDOQ4157729

Authors: R. L. Dobrushin, R. A. Minlos 

Publication date: 1977

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Foundations of stochastic processes (60G05)

Cited In (11)

• Time asymptotics for some degenerate models of evolution of systems with an infinite number of particles
• Orthogonal expansion of multiple Ito stochastic integrals
• THE CAUCHY PROBLEM FOR THE WAVE EQUATION WITH LÉVY NOISE INITIAL DATA
• Stochastic partial differential equations driven by Lévy space-time white noise.
• On the asymptotic behaviour of the free gas and its fluctuations in the hydrodynamical limit
• Stochastic flows and finite block frames
• Gaussian measures on linear spaces
• Ingredients for a general purpose stochastic finite elements implementation
• Rate of convergence in the central limit theorem in infinite-dimensional spaces
• Title not available (Why is that?)
• Adaptive Wick-Malliavin approximation to nonlinear SPDEs with discrete random variables

This page was built for publication: POLYNOMIALS IN LINEAR RANDOM FUNCTIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4157729)