Conditioning of Gaussian functionals and orthogonal expansion

In the article, we consider terms of the Gaussian chaotic expansion under conditioning with respect to some sigma-field and discuss the possibility to organize the orthogonal expansion from them.

Збережено в:
Бібліографічні деталі
Дата:2007
Автор: Dorogovtsev, A.A.
Формат: Стаття
Мова:English
Опубліковано: Інститут математики НАН України 2007
Онлайн доступ:https://nasplib.isofts.kiev.ua/handle/123456789/4504
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Цитувати:Conditioning of Gaussian functionals and orthogonal expansion / A.A. Dorogovtsev // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 29–37. — Бібліогр.: 9 назв.— англ.

Репозитарії

Digital Library of Periodicals of National Academy of Sciences of Ukraine
id nasplib_isofts_kiev_ua-123456789-4504
record_format dspace
spelling Dorogovtsev, A.A.
2009-11-19T13:58:09Z
2009-11-19T13:58:09Z
2007
Conditioning of Gaussian functionals and orthogonal expansion / A.A. Dorogovtsev // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 29–37. — Бібліогр.: 9 назв.— англ.
0321-3900
https://nasplib.isofts.kiev.ua/handle/123456789/4504
519.21
In the article, we consider terms of the Gaussian chaotic expansion under conditioning with respect to some sigma-field and discuss the possibility to organize the orthogonal expansion from them.
This research has been partially supported by the Ministry of Education and Science of Ukraine, project N GP/F13/0195
en
Інститут математики НАН України
Conditioning of Gaussian functionals and orthogonal expansion
Article
published earlier
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title Conditioning of Gaussian functionals and orthogonal expansion
spellingShingle Conditioning of Gaussian functionals and orthogonal expansion
Dorogovtsev, A.A.
title_short Conditioning of Gaussian functionals and orthogonal expansion
title_full Conditioning of Gaussian functionals and orthogonal expansion
title_fullStr Conditioning of Gaussian functionals and orthogonal expansion
title_full_unstemmed Conditioning of Gaussian functionals and orthogonal expansion
title_sort conditioning of gaussian functionals and orthogonal expansion
author Dorogovtsev, A.A.
author_facet Dorogovtsev, A.A.
publishDate 2007
language English
publisher Інститут математики НАН України
format Article
description In the article, we consider terms of the Gaussian chaotic expansion under conditioning with respect to some sigma-field and discuss the possibility to organize the orthogonal expansion from them.
issn 0321-3900
url https://nasplib.isofts.kiev.ua/handle/123456789/4504
citation_txt Conditioning of Gaussian functionals and orthogonal expansion / A.A. Dorogovtsev // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 29–37. — Бібліогр.: 9 назв.— англ.
work_keys_str_mv AT dorogovtsevaa conditioningofgaussianfunctionalsandorthogonalexpansion
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last_indexed 2025-12-07T20:10:33Z
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