Polynomial Propagation of Moments in Stochastic Differential Equations Articles uri icon

publication date

  • June 2023

start page

  • 1153

end page

  • 1181

issue

  • 2

volume

  • 22

International Standard Serial Number (ISSN)

  • 1536-0040

abstract

  • We address the problem of approximating the moments of the solution (...)

subjects

  • Telecommunications

keywords

  • uncertainty propagation; moment approximation; density estimation; polynomial chaos expansion; gram-charlier expansion; sde