Dongbin Xiu, George E. Karniadakis. The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM J. Scientific Computing, 24(2):619-644, 2002. [doi]
@article{XiuK02,
title = {The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations},
author = {Dongbin Xiu and George E. Karniadakis},
year = {2002},
doi = {10.1137/S1064827501387826},
url = {http://dx.doi.org/10.1137/S1064827501387826},
researchr = {https://researchr.org/publication/XiuK02},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {24},
number = {2},
pages = {619-644},
}