Numerical solutions for a class of SPDEs over bounded domains (Q5427545): Difference between revisions

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Latest revision as of 19:30, 19 March 2024

scientific article; zbMATH DE number 5213283
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English
Numerical solutions for a class of SPDEs over bounded domains
scientific article; zbMATH DE number 5213283

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    Numerical solutions for a class of SPDEs over bounded domains (English)
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    20 November 2007
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    stochastic partial differential equation
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    particle system approximation
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    diffusion with reflecting boundary
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    Kushner-FKK equation
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    nonlinear filtering
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