ti

Khai trin trc giao ca hm ngu nhin

TI LIU THAM KHO

TING VIT
[1] A .D. VENTXEL

Gio Trnh L Thuyt Qu Trnh Ngu Nhin NXB Mir Maxcova, 1987 ( Bn dch t ting Nga sang ting Vit ca Nguyn Vit Ph v Nguyn Duy Tin)
[2] DNG TN M

Qu Trnh Ngu Nhin Phn M u NXB i Hc Quc Gia Thnh Ph H Ch Minh, 2006
[3] DNG TN M

Qu Trnh Ngu Nhin Phn I : Tch Phn v Phng Trnh Vi Phn Ngu Nhin NXB i Hc Quc Gia Thnh Ph H Ch Minh, 2007
[4] INH VN GNG

L Thuyt Xc Sut V Thng K NXB Gio Dc, 2000

[5] NGUYN BC VN

Xc Sut V X L S Liu Thng K NXB Gio Dc, 2000

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[6]

NGUYN DUY TIN, NG HNG THNG

Cc M Hnh Xc Sut V ng Dng Phn I : - Xch Markov V ng Dng Phn II: - Qu Trnh Dng V ng Dng Phn III: - Gii Tch Ngu Nhin NXB i Hc Quc Gia H Ni, 2000 2001
[7] NGUYN DUY TIN, NGUYN VIT PH

C S L Thuyt Xc Sut NXB i Hc V Trung Hc Chuyn Nghip H Ni, 1983

[8] NGUYN DUY TIN, NGUYN VIT PH

L Thuyt Xc Sut NXB Gio Dc H Ni, 2000

[9] NGUYN H QUNH

Chui Thi Gian : Phn Tch V Nhn Dng NXB Khoa Hc V K Thut H Ni, 2004
[10] TRN HNG THAO

Tch Phn Ngu Nhin V Phng Trnh Vi Phn Ngu Nhin NXB Khoa Hc K Thut H Ni, 2000

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TING ANH
[1] A. J. CHORIN

Hermite Expansion In Monte Carlo Simulations J. Comput Phys, 8 : 472 482, 1971
[2] BERNT OKSENDAL

Stochastic Differential Equation An Introduction With Application 6th edition, Springer, 2005
[3] DEBNATH. L AND MIKUSINSKI

Introduction To Hilbert Spaces With Application Academic Press ,1990

[4] F. H. MALTZ AND D . L . HITZL

Variance Reduction In Monte Carls Computations Using Multi Dimensional Hermite Polynimals. J. Comput Phys, 32 : 345 376, 1979
[5] R . H. CAMERON

The Orthogonal Development Of Non Linear Functionals In Series Of Fourier Hermite Functionals. Ann Of Math, 48 (1947), 385 392,
[6] R . H. CAMERON

Some Examples Of Fourier Wiener Transforms Of Analytic Functionals. Duke Math. J. 12 (1945), 485 488

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[7]

R . H . CAMERON AND W. T. MARTIN

Fourier Wiener Transforms Of Analytic Functionals Duke Math. J. 12 (1945), 489 507
[8] SEUNG JUN CHANG AND HYUN SOO CHUNG

Generalized Fourier Wiener Function Space Transforms J. Korean Math. Soc. 46 (2009), No 2, 327 345
[9] WUAN LUO

Wiener Chaos Expansion And Numerical Solutions Of Stochastic Partial Differential Equations Californial Institute Of Technology Pasadena , California Defended May 2, 2006

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