CALCULATION OF MATHEMATICAL EXPECTATIONS OF RANDOM FUNCTIONALS
Abstract
The approximation error of the expectation of a class of random functionals of a Gaussian process and the approximation error of solution of the Burgers equation based on Gaussian chaos development are investigated.
About the Authors
E. A. Airyan
Joint Institute for Nuclear Research, Dubna
Russian Federation
Russian Federation
A. D. Egorov
Institute of Mathematics of the National Academy of Sciences of Belarus, Minsk
Belarus
Belarus
L. A. Sevastiyanov
Peoples’ Friendship University of Russia, Moscow
Russian Federation
Russian Federation
References
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4. Wuan L. Wiener chaos expansion and numerical solutions of stochastic partial differential equations (Thesis). California Institute of Technology, 2001.
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