Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables (Q5502087)

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scientific article; zbMATH DE number 6472892
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Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables
scientific article; zbMATH DE number 6472892

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    Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables (English)
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    17 August 2015
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    stochastic partial differential equations
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    adaptive Wick-Malliavin approximation
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    discrete stochastic process
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    Malliavin derivative
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    general polynomial chaos
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    Wiener-Askey scheme
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