Itô SDE--based Generator for a Class of Non-Gaussian Vector-valued Random Fields in Uncertainty Quantification (Q5176050)
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scientific article; zbMATH DE number 6409867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô SDE--based Generator for a Class of Non-Gaussian Vector-valued Random Fields in Uncertainty Quantification |
scientific article; zbMATH DE number 6409867 |
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Itô SDE--based Generator for a Class of Non-Gaussian Vector-valued Random Fields in Uncertainty Quantification (English)
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2 March 2015
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random field
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Itô stochastic differential equation
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adaptive algorithm
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uncertainty quantification
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