SDE Based Regression for Linear Random PDEs (Q5275045)
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scientific article; zbMATH DE number 6740889
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SDE Based Regression for Linear Random PDEs |
scientific article; zbMATH DE number 6740889 |
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SDE Based Regression for Linear Random PDEs (English)
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7 July 2017
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partial differential equations with random coefficients
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random PDE
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uncertainty quantification
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Feynman-Kac
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stochastic differential equations
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stochastic simulation
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stochastic regression
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Monte Carlo
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Euler-Maruyama
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