On Convergence rate of Wiener-Ito expansion for generalized random variables
- 1 June 2006
- journal article
- research article
- Published by Taylor & Francis Ltd in Stochastics
- Vol. 78 (3), 179-187
- https://doi.org/10.1080/17442500600768641
Abstract
In this paper, we present a new result about the estimate of the cutoff error of the Wiener-Ito chaos expansion for a generalized random variable. As an application, we use the result to obtain an error estimate for the finite element approximation of the stochastic Helmholtz equation.Keywords
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