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JOURNALS // Matematicheskoe modelirovanie // Archive
Matem. Mod., 2014 Volume 26, Number 11, Pages 29–32 (Mi mm3535)
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.

UDC: 519.21+519.6

Received: 21.03.2014

Language: English



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