Numerical solutions of stochastic PDEs driven by Ornstein-Uhlenbeck noise (Q6671864)
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scientific article; zbMATH DE number 7975329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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