Numerical solutions for a class of SPDEs over bounded domains (Q5427545)
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scientific article; zbMATH DE number 5213283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions for a class of SPDEs over bounded domains |
scientific article; zbMATH DE number 5213283 |
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Numerical solutions for a class of SPDEs over bounded domains (English)
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20 November 2007
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stochastic partial differential equation
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particle system approximation
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diffusion with reflecting boundary
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Kushner-FKK equation
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nonlinear filtering
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