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LaGauffreBZH
  • Member for 9 years, 3 months
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Orthogonal polynomials with respect to the lognormal distribution
Expansion of random variables? Is it related to Malliavin calculus?
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Orthogonal polynomials with respect to the lognormal distribution
Maybe less technical than what is proposed in the article you make reference to. I will definitely have a look at it even though I am not sure to understand. Thanks for the comment!
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Orthogonal polynomials with respect to the lognormal distribution
Thank you, let see if this factor 1/x in the lognormal pdf is not an issue. Cheers.
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