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A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus

Xiaoliang Wan1, Boris Rozovskii, George Em Karniadakis

  • 1Program in Applied and Computational Mathematics, Princeton University, Princeton, NJ 08544, USA.

Proceedings of the National Academy of Sciences of the United States of America
|August 12, 2009
PubMed

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