SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA
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Publication:3043543
DOI10.1142/S021820250300257XzbMath1052.60047MaRDI QIDQ3043543
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Publication date: 6 August 2004
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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