Numerical solutions of stochastic PDEs driven by Ornstein-Uhlenbeck noise (Q6671864)

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scientific article; zbMATH DE number 7975329
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Numerical solutions of stochastic PDEs driven by Ornstein-Uhlenbeck noise
scientific article; zbMATH DE number 7975329

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    Numerical solutions of stochastic PDEs driven by Ornstein-Uhlenbeck noise (English)
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    27 January 2025
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    polynomial chaos expansion
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    Ornstein-Uhlenbeck noise
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    stochastic PDE
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    Wick product
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