Analysis of SPDEs arising in path sampling. I: The Gaussian case

DOI10.4310/CMS.2005.v3.n4.a8zbMath1138.60326arXivmath/0601095MaRDI QIDQ2493378

Jochen Voss, Andrew M. Stuart, Petter Wiberg, Martin Hairer

Publication date: 12 June 2006

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601095

Mathematics Subject Classification ID

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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