Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator (Q6380641)

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scientific article; zbMATH DE number 900492760
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Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator
scientific article; zbMATH DE number 900492760

    Statements

    publication date
    7 October 2021
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    arXiv classification
    math.NA
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    cs.NA
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    math.PR
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    author
    Benjamin J. Zhang
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    Tuhin Sahai
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    Youssef M. Marzouk
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    Identifiers

    arXiv ID
    2110.09229
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