A formula on the Wiener–Hermite expansion

DOI10.1063/1.527745zbMath0635.60063OpenAlexW2036839089MaRDI QIDQ3774664

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Publication date: 1987

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.527745

zbMATH Keywords

multiple Wiener integralsWiener-Hermite expansions

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Related Items (1)

Wiener analysis of a binary hysteresis system

Cites Work

• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Multiple Wiener integral
• Turbulent Flows near Flat Plates
• Scattering of a scalar wave from a slightly random surface
• The Wiener-Hermite expansion applied to decaying isotropic turbulence using a renormalized time-dependent base
• Stochastic functional fourier series, Volterra series, and nonlinear systems analysis

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