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Evaluation of expectations of random functionals
A. D. Egorov Institute of Mathematics, National Academy of Sciences of Belarus,
Surganova Str. 11, Minsk 220072, Belarus
Abstract:
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.
Received: 21.03.2014
Citation:
A. D. Egorov, “Evaluation of expectations of random functionals”, Matem. Mod., 26:11 (2014), 29–32
Linking options:
https://www.mathnet.ru/eng/mm3535 https://www.mathnet.ru/eng/mm/v26/i11/p29
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Statistics & downloads: |
Abstract page: | 186 | Full-text PDF : | 66 | References: | 43 | First page: | 13 |
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