Wick–Fourier–Hermite series in the theory of linear and nonlinear transformations of Gaussian distributions

E. Chernousova^ab, S. A. Molchanov^c, A. N. Shiryaev<sup>d

a</sup> Department of Mathematical Basics of Control, Moscow Institute of Physics and Technology, Dolgoprudny, Russian Federation
^b Laboratory of Stochastic Analysis and its Applications. National Research University, Higher School of Economics, Russian Federation
^c Department of Mathematics, University of North Carolina at Charlotte, Charlotte, NC 28223, USA
^d Lomonosov Moscow State University, Moscow, Russia

Язык публикации: английский

DOI: 10.61102/1024-2953-mprf.2023.29.4.001

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