METHOD OF DISTRIBUTIONS FOR SYSTEMS WITH STOCHASTIC FORCING

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2020031940zbMath1498.60291arXiv1909.01774OpenAlexW3096428380MaRDI QIDQ5052435

Rik J. L. Rutjens, Gustaaf B. Jacobs, Daniel M. Tartakovsky

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.01774

Mathematics Subject Classification ID

Density estimation (62G07) Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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