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Optimal Choices of Correlation Operators in Brownian Simulation Methods (Q3616295)

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Optimal Choices of Correlation Operators in Brownian Simulation Methods
scientific article

    Statements

    title
    Optimal Choices of Correlation Operators in Brownian Simulation Methods (English)
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    author
    Raz Kupferman
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    Yossi Shamai
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    publication date
    24 March 2009
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    zbMATH Keywords
    Brownian simulations
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    SPDEs
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    spatial correlations
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    semidefinite programming
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    Identifiers

    DOI
    10.1137/070702618
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    Mathematics Subject Classification ID
    60H35
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    65C05
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    60J65
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    zbMATH DE Number
    5532430
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    OpenAlex ID
    W1995938460
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