FORWARD AND INVERSE UNCERTAINTY QUANTIFICATION USING MULTILEVEL MONTE CARLO ALGORITHMS FOR AN ELLIPTIC NONLOCAL EQUATION
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Publication:5052295
DOI10.1615/Int.J.UncertaintyQuantification.2016018661zbMath1498.60326arXiv1603.06381OpenAlexW2964169278WikidataQ114961795 ScholiaQ114961795MaRDI QIDQ5052295
Yan Zhou, Ajay Jasra, Kody J. H. Law
Publication date: 24 November 2022
Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.06381
Fractional processes, including fractional Brownian motion (60G22) Bayesian inference (62F15) Diffusion processes (60J60)
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