Simulation of stochastic evolution equations in discrete bases
type: Item
instance of: scholarly article
title: Simulation of stochastic evolution equations in discrete bases
zbMATH Open document ID: 0745.65090
author: Yu. G. Bulychev
author: S. A. Pogonyshev
published in: Computational Mathematics and Mathematical Physics
publication date: 1992-09-26T00:00:00Z
review text: See the review in Zbl 0732.65125.
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 54466
zbMATH Keywords: stochastic evolution equations
zbMATH Keywords: fast Fourier transforms
zbMATH Keywords: recurrent algorithm
zbMATH Keywords: Euler difference scheme
zbMATH Keywords: phase filtration
zbMATH Keywords: narrow band scalar signal
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 54466