Chaos expansion for the solutions of stochastic differential equations
type: Item
instance of: scholarly article
title: Chaos expansion for the solutions of stochastic differential equations
zbMATH Open document ID: 0915.93040
DOI: 10.1016/S0167-6911(98)00108-X
author: Tadeusz Banek
published in: Systems \& Control Letters
publication date: 1999-04-28T00:00:00Z
Mathematics Subject Classification ID: 93C99
Mathematics Subject Classification ID: 37D45
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 93B30
zbMATH DE Number: 1281197
zbMATH Keywords: homogeneous chaos
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: black box
zbMATH Keywords: Isobe-Sato formula
zbMATH Keywords: Wiener-Ito chaos expansion
zbMATH Keywords: nonautonomous systems
zbMATH Keywords: transition density
zbMATH Keywords: identification
MaRDI profile type: Publication
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full work available at URL: s0167-6911(98)00108-x
OpenAlex ID: W2037758566
description: scientific article; zbMATH DE number 1281197