Approximate formulas for evaluation of one class of functionals of the Poisson process

MaRDI QIDQ6577890zbMATH OpenFDO

Authors A. D. Egorov

Publication date 24 July 2024

Published in Vestsi Natsyyanal'naĭ Akadèmii Navuk Belarusi. Seryya Fizika-Matèmatychnykh Navuk (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

approximate formulasfunctionals of random processesmathematical expectationschaotic expansionsmultiple stochastic Poisson stochastic integrals

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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