Orthogonal functionals of the Poisson process

Cited In (46)

On theL²-Theory of product stochastic measures and multiple wiener–ito integrals
The numerical approximation of nonlinear functionals and functional differential equations
A Unifying View of Wiener and Volterra Theory and Polynomial Kernel Regression
Central limit theorems for double Poisson integrals
Anticipating integrals and martingales on the Poisson space
Martingale representation for Poisson processes with applications to minimal variance hedging
Poisson process Fock space representation, chaos expansion and covariance inequalities
Discrete chaotic calculus and covariance identities
Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
Scattering of waves from a random cylindrical surface
Sensitivity analysis of large-eddy simulations to subgrid-scale-model parametric uncertainty using polynomial chaos
Identification of sparse neural functional connectivity using penalized likelihood estimation and basis functions
Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Enhancing sparsity of Hermite polynomial expansions by iterative rotations
A Poisson-Charlier approximation for nonstationary queues
On nonintrusive uncertainty quantification and surrogate model construction in particle accelerator modeling
A general framework of rotational sparse approximation in uncertainty quantification
Suboptimal sequential estimation-detection scheme for Poisson driven linear systems
The calculus of variations for processes with independent increments
A Fock space representation for the quantum Lorentz gas
On infinitely divisible self-similar random fields
An improved technique on the stochastic functional approach for randomly rough surface scattering: numerical-analytical Wiener analysis
A numerical comparison of finite difference and finite element methods for a stochastic differential equation with polynomial chaos
Orthogonal intertwiners for infinite particle systems in the continuum
Generalized Poisson functionals
Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems
Modeling uncertainty in flow simulations via generalized polynomial chaos.
Application of Galerkin method to Kirchhoff plates stochastic bending problem
Multiple integration with respect to Poisson and Lévy processes
Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
Iterative polynomial approximation adapting to arbitrary probability distribution
Time-dependent generalized polynomial chaos
A fully symmetric nonlinear biorthogonal decomposition theory for random fields
Filtering with marked point process observations via Poisson chaos expansion
A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions
Stochastic Chebyshev-Picard iteration method for nonlinear differential equations with random inputs
Title not available (Why is that?)
Solving stochastic optimal control problems by a Wiener chaos approach
Wiener analysis of nonlinear systems using Poisson-Charlier crosscorrelation
Uncertainty quantification for systems of conservation laws
Stochastic design optimization: application to reacting flows
General methodology for nonlinear modeling of neural systems with Poisson point-process inputs
ASIC implementation of a nonlinear dynamical model for hippocampal prosthesis
Stochastic integrals: A combinatorial approach
Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
Identification of nonlinear systems using random impulse train inputs

This page was built for publication: Orthogonal functionals of the Poisson process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5656171)