Analysis of SPDEs arising in path sampling. II: The nonlinear case
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Publication:2475037
DOI10.1214/07-AAP441zbMath1140.60329arXivmath/0601092MaRDI QIDQ2475037
Andrew M. Stuart, Jochen Voss, Martin Hairer
Publication date: 20 March 2008
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0601092
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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