scientific article; zbMATH DE number 6964030

zbMath1459.60118MaRDI QIDQ4691866

Alexander Egorov

Publication date: 24 October 2018

Full work available at URL: http://mathnet.ru/eng/timb209

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

functional polynomials

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cites Work

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• Anticipating integrals for a class of martingales
• Wiener chaos solutions of linear stochastic evolution equations
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• A ``Simpson's rule for the numerical evaluation of Wiener's integrals in function space
• Approximate formulas for expectations of functionals of solutions to stochastic differential equations
• Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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