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Simulation of stochastic evolution equations in discrete bases - MaRDI portal

Simulation of stochastic evolution equations in discrete bases (Q1189055)

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scientific article; zbMATH DE number 54466
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English
Simulation of stochastic evolution equations in discrete bases
scientific article; zbMATH DE number 54466

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    Simulation of stochastic evolution equations in discrete bases (English)
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    26 September 1992
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    See the review in Zbl 0732.65125.
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    stochastic evolution equations
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    fast Fourier transforms
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    recurrent algorithm
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    Euler difference scheme
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    phase filtration
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    narrow band scalar signal
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