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Wick–Fourier–Hermite series in the theory of linear and nonlinear transformations of Gaussian distributions
E. Chernousovaab, S. A. Molchanovc, A. N. Shiryaevd a Department of Mathematical Basics of Control, Moscow Institute of Physics and Technology, Dolgoprudny, Russian Federation
b Laboratory of Stochastic Analysis and its Applications. National Research University, Higher School of Economics, Russian Federation
c Department of Mathematics, University of North Carolina at Charlotte, Charlotte, NC 28223, USA
d Lomonosov Moscow State University, Moscow, Russia
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| Abstract page: | 17 |
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