A Multivariate Faa di Bruno Formula with Applications
نویسندگان
چکیده
منابع مشابه
A Multivariate Faa Di Bruno Formula with Applications
A multivariate Faa di Bruno formula for computing arbitrary partial derivatives of a function composition is presented. It is shown, by way of a general identity, how such derivatives can also be expressed in the form of an infinite series. Applications to stochastic processes and multivariate cumulants are then delineated.
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1996
ISSN: 0002-9947,1088-6850
DOI: 10.1090/s0002-9947-96-01501-2