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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| English | Adaptive Wick-Malliavin approximation to nonlinear SPDEs with discrete random variables |
scientific article; zbMATH DE number 6472892 |
Statements
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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0.8025264143943787
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0.795372486114502
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0.776292085647583
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0.7679428458213806
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0.7501047253608704
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