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. 
@article{MM_2014_26_11_a3,
     author = {A. D. Egorov},
     title = {Evaluation of expectations of random functionals},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {29--32},
     publisher = {mathdoc},
     volume = {26},
     number = {11},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/MM_2014_26_11_a3/}
}
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VL  - 26
IS  - 11
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MM_2014_26_11_a3/
LA  - en
ID  - MM_2014_26_11_a3
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%J Matematičeskoe modelirovanie
%D 2014
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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/