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
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| English | Itô SDE-based generator for a class of non-Gaussian vector-valued random fields in uncertainty quantification |
scientific article; zbMATH DE number 6409867 |
Statements
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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0.7271320223808289
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0.7255178093910217
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0.7201337218284607
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0.7136737108230591
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0.7064498066902161
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