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zbMath0732.65125MaRDI QIDQ3358206

Yu. G. Bulychev, S. A. Pogonyshev

Publication date: 1991

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fast Fourier transforms stochastic evolution equations recurrent algorithm Euler difference scheme narrow band scalar signal phase filtration

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, stochastic differential equations (65C99)

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