On Decoupling of Functions of Normal Vectors.~II
Matematičeskie zametki, Tome 94 (2013) no. 2, pp. 310-313.

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

Keywords: decoupling, Gaussian vectors, Wick's polynomials, Hermite's polynomials.
@article{MZM_2013_94_2_a12,
     author = {P. G. Grigor'ev and S. A. Molchanov},
     title = {On {Decoupling} of {Functions} of {Normal} {Vectors.~II}},
     journal = {Matemati\v{c}eskie zametki},
     pages = {310--313},
     publisher = {mathdoc},
     volume = {94},
     number = {2},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_2013_94_2_a12/}
}
TY  - JOUR
AU  - P. G. Grigor'ev
AU  - S. A. Molchanov
TI  - On Decoupling of Functions of Normal Vectors.~II
JO  - Matematičeskie zametki
PY  - 2013
SP  - 310
EP  - 313
VL  - 94
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MZM_2013_94_2_a12/
LA  - ru
ID  - MZM_2013_94_2_a12
ER  - 
%0 Journal Article
%A P. G. Grigor'ev
%A S. A. Molchanov
%T On Decoupling of Functions of Normal Vectors.~II
%J Matematičeskie zametki
%D 2013
%P 310-313
%V 94
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MZM_2013_94_2_a12/
%G ru
%F MZM_2013_94_2_a12
P. G. Grigor'ev; S. A. Molchanov. On Decoupling of Functions of Normal Vectors.~II. Matematičeskie zametki, Tome 94 (2013) no. 2, pp. 310-313. http://geodesic.mathdoc.fr/item/MZM_2013_94_2_a12/

[1] P. G. Grigorev, S. A. Molchanov, Matem. zametki, 92:3 (2012), 401–409 | DOI

[2] A. Cherny, R. Douady, S. Molchanov, Finance Stoch., 14:3 (2010), 375–395 | DOI | MR | Zbl

[3] A. Cherny, R. Douady, S. Molchanov, On Measuring Hedge Fund Risk, Preprint http://mech.math.msu.su/~cherny/papers.html

[4] V. A. Malyshev, R. A. Minlos, Gibbsovskie sluchainye polya. Metody klasternykh razdozhenii, Nauka, M., 1985 | MR | Zbl