A Stochastic Modeling Methodology Based on Weighted Wiener Chaos and Malliavin Calculus

Autor:	Wan, Xiaoliang, Rozovskii, Boris, Em Karniadakis, George, Papanicolaou, George C.
Zdroj:	Proceedings of the National Academy of Sciences of the United States of America, 2009 Aug . 106(34), 14189-14194.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/40484396 Zobrazit plný text záznamu