Wiener Calculus for Differential Equations with Uncertainties
DOI10.1007/978-3-642-25100-9_32zbMath1248.65005OpenAlexW1932024126MaRDI QIDQ2905439
Utz Wever, Florian Augustin, Peter Rentrop
Publication date: 27 August 2012
Published in: Mathematics in Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-25100-9_32
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
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