Technical Forum • Re: Breakthrough in the theory of stochastic differential equations and their simulation

Friends, I was thinking of other possible improvements on the basic Hermite regression algorithm so it works better even away from the mean of the density. Suppose we use the following notation \[Y(Z_y)\,=\,\sum\limits_{n=0}^{N}\,ah_n\,H_n(Z_y)\,=\,\,\,\sum\limits_{n=0}^{N}\,Y_n(Z_y)\,\]  and \[X(Z_x)\,=\,\sum\limits_{n=0}^{N}\,bh_n\,H_n(Z_x)\,=\,\,\,\sum\limits_{n=0}^{N}\,X_n(Z_x)\,\] basically in a univariate regression, we regress each of the \(Y_n\) on same polynomial part \(X_n\) and this r