Numerical solution for a class of SPDEs over bounded domains (Q2875277)
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scientific article; zbMATH DE number 6330210
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution for a class of SPDEs over bounded domains |
scientific article; zbMATH DE number 6330210 |
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Numerical solution for a class of SPDEs over bounded domains (English)
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14 August 2014
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stochastic partial differential equations
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interacting particle systems
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diffusions
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reflecting boundary
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Kushner-FKK equation
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nonlinear filtering
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