Wiener Chaos Expansion

GPTKB entity

Statements (13)
Predicate Object
gptkbp:instanceOf gptkb:mathematical_concept
gptkbp:alsoKnownAs homogeneous chaos expansion
gptkbp:describes expansion of square-integrable functionals of Brownian motion
gptkbp:field gptkb:probability_theory
stochastic analysis
https://www.w3.org/2000/01/rdf-schema#label Wiener Chaos Expansion
gptkbp:introducedIn 20th century
gptkbp:namedAfter gptkb:Norbert_Wiener
gptkbp:relatedTo gptkb:Itô_calculus
gptkb:Wiener_process
gptkbp:usedFor representation of random variables
gptkbp:bfsParent gptkb:WCE
gptkbp:bfsLayer 7