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SPDE bridges with observation noise and their spatial approximation - MaRDI portal

SPDE bridges with observation noise and their spatial approximation (Q2689896)

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scientific article; zbMATH DE number 7663005
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English
SPDE bridges with observation noise and their spatial approximation
scientific article; zbMATH DE number 7663005

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    SPDE bridges with observation noise and their spatial approximation (English)
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    14 March 2023
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    stochastic partial differential equations
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    conditional distributions in Hilbert spaces
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    finite element method
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    spectral method
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    stochastic reaction-diffusion equations
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