Nonintrusive Polynomial Chaos Expansions for Sensitivity Analysis in Stochastic Differential Equations (Q5269869)

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scientific article; zbMATH DE number 6736508
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Nonintrusive Polynomial Chaos Expansions for Sensitivity Analysis in Stochastic Differential Equations
scientific article; zbMATH DE number 6736508

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    Nonintrusive Polynomial Chaos Expansions for Sensitivity Analysis in Stochastic Differential Equations (English)
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    28 June 2017
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    stochastic differential equations
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    polynomial chaos expansions
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    variance decomposition
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