Polynomial Propagation of Moments in Stochastic Differential Equations (Q6171191)
From MaRDI portal
scientific article; zbMATH DE number 7713374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial Propagation of Moments in Stochastic Differential Equations |
scientific article; zbMATH DE number 7713374 |
Statements
Polynomial Propagation of Moments in Stochastic Differential Equations (English)
0 references
17 July 2023
0 references
uncertainty propagation
0 references
moment approximation
0 references
density estimation
0 references
polynomial chaos expansion
0 references
Gram-Charlier expansion
0 references
SDE
0 references
0 references
0 references
0 references
0 references
