Geodesic
On composed approximate formulas for expectations of functionals of~random processes
Trudy Instituta matematiki, Tome 22 (2014) no. 1, pp. 70-77

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The composed approximate formulas for evaluation of expectation of functional of random processes are build. The formulas are based on using of the Wiener chaos expansion and exact for functional polynomials. An asymptotic of the error of the formulas for a class of functionals is obtained. 
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     author = {A. D. Egorov},
     title = {On composed approximate formulas for expectations of functionals of~random processes},
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A. D. Egorov. On composed approximate formulas for expectations of functionals of~random processes. Trudy Instituta matematiki, Tome 22 (2014) no. 1, pp. 70-77. http://geodesic.mathdoc.fr/item/TIMB_2014_22_1_a5/