SPDEs driven by additive and multiplicative white noises: a numerical study (Q554564)
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scientific article; zbMATH DE number 5936083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPDEs driven by additive and multiplicative white noises: a numerical study |
scientific article; zbMATH DE number 5936083 |
Statements
SPDEs driven by additive and multiplicative white noises: a numerical study (English)
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4 August 2011
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pressure equation
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Wick calculus
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finite element method
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Galerkin method
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stochastic simulation
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linear stochastic partial differential equation
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additive and multiplicative white noises
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Wick-product
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Wiener-Itô chaos expansion
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stochastic variational problem
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