Semi-discretization of stochastic partial differential equations on rdby a Finite-element Technique A. Germani-Reference-Cited by-同舟云学术

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Semi-discretization of stochastic partial differential equations on rdby a Finite-element Technique A. Germani

Published:1988-02 Issue:2 Volume:23 Page:131-148
ISSN:0090-9491
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Germani A.,Piccioni M.

Publisher

Informa UK Limited

Link

http://www.tandfonline.com/doi/pdf/10.1080/17442508808833486

Reference17 articles.

1. Stochastic partial differential equations and filtering of diffusion processes

2. On the optimal filtering of diffusion processes

3. A robust discrete state approximation to the optimal nonlinear filter for a diffusiont

4. Continuous-time approximations for the nonlinear filtering problem

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2. Numerical multi-scaling method to solve the linear stochastic partial differential equations;Computational and Applied Mathematics;2018-05-24

3. Numerical Methods for Stochastic Partial Differential Equations with White Noise;Applied Mathematical Sciences;2017

4. Numerical methods for stochastic differential equations;Numerical Methods for Stochastic Partial Differential Equations with White Noise;2017

5. Prologue;Numerical Methods for Stochastic Partial Differential Equations with White Noise;2017

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