SPDE bridges with observation noise and their spatial approximation
DOI10.1016/j.spa.2023.01.007zbMath1521.60034arXiv2112.11141MaRDI QIDQ6386302
Andreas Petersson, Giulia Di Nunno, Salvador Ortiz-Latorre
Publication date: 21 December 2021
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Diffusion processes (60J60) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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)
This page was built for publication: SPDE bridges with observation noise and their spatial approximation
