A Multivariate Faa di Bruno Formula with Applications

G. Constantine, T. Savits

Source record

Source: Crossref

Published: Jan 1, 1996

DOI: 10.1090/s0002-9947-96-01501-2

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Source abstract

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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