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ISBN 9783843900003

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978-3-8439-0000-3, Reihe Mathematik

Yang Zou
Transformation of Chaos Decomposition under Change of Measures

126 Seiten, Dissertation Technische Universität Kaiserslautern (2010), Softcover, A5

Zusammenfassung / Abstract

The multivariate(Hermite; Charlier) polynomials are used to computer the multiple integrals in terms of single integrals. With the help of these multivariate polynomials one can give the kernels of the chaos expansion in some case. Then the transformations of the multiple integrals and kernel functions under change of measure are discussed.