The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/S1064827501387826
Reference16 articles.
1. Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials
2. PetrBeckmann, Orthogonal polynomials for engineers and physicists, The Golem Press, Boulder, Colo., 1973, 280–056:3380
3. The Orthogonal Development of Non-Linear Functionals in Series of Fourier-Hermite Functionals
4. The multiple stochastic integral
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