The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (Q4785938)
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scientific article; zbMATH DE number 1848753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations |
scientific article; zbMATH DE number 1848753 |
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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (English)
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5 January 2003
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polynomial chaos
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Askey scheme
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orthogonal polynomials
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stochastic differential equations
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spectral methods
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Galerkin projection
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exponential convergence
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numerical examples
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Monte Carlo simulations
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