A Multivariate Faa Di Bruno Formula with Applications
نویسندگان
چکیده
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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تاریخ انتشار 1996