Geodesic
Evaluation of expectations of random functionals
Matematičeskoe modelirovanie, Tome 26 (2014) no. 11, pp. 29-32.

Voir la notice de l'article provenant de la source Math-Net.Ru

An approach to approximate evaluation of a class of nonlinear random functionals based on using the chaos expansion is developed.
Keywords: stochastic processes, random functionals, approximate evaluation, chaos expansions. 
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     author = {A. D. Egorov},
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A. D. Egorov. Evaluation of expectations of random functionals. Matematičeskoe modelirovanie, Tome 26 (2014) no. 11, pp. 29-32. http://geodesic.mathdoc.fr/item/MM_2014_26_11_a3/

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