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An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion - MaRDI portal

An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion (Q2026638)

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scientific article; zbMATH DE number 7350016
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An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion
scientific article; zbMATH DE number 7350016

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    An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion (English)
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    20 May 2021
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    functionals of random processes
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    Wiener chaos expansion
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    mathematical expectations of functionals
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    approximate formulas
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