Finite-dimensional models for response analysis
type: Item
instance of: scholarly article
title: Finite-dimensional models for response analysis
author: Hui Xu
author: Mircea Grigoriu
published in: SIAM/ASA Journal on Uncertainty Quantification
publication date: 2025-01-22T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 7973171
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: response analysis
zbMATH Keywords: finite-dimensional models
zbMATH Keywords: diffusion process
zbMATH Keywords: extremes
zbMATH Keywords: Karhunen-Loève representation
zbMATH Keywords: Monte Carlo simulation
MaRDI profile type: Publication
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DOI: 10.1137/24M1651745
description: scientific article; zbMATH DE number 7973171