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

We copy the Bivariate Z-series of Y given X from previous post. Our task is to find correlations \(\rho_n\) in this given Z-series so that Hermite correlations of Y with X are perfectly retrieved. \begin{equation} Y(Z_x\,,\,Z_{\tilde{y}})=\,c_0\,+\sum\limits_{n=1}^{N} c_n\, \, {(\rho_n\, Z_x\,+ \,\zeta_n\,Z_{\tilde{y}})}^n \end{equation} When we expand all binomials in the above expansion, it results in a bivariate left aligned upper-triangular Z-series. We follow with writing the bivariate Z-se