Arbeitspapier
Exact numerical algorithms for linear stochastic wave equation and stochastic Klein-Gordon equation
On the basis of integral representations we propose numerical methods to solve the stochastic wave equation and the stochastic Klein-Gordon equation. The algorithms are exact in a probabilistic sense.
- Language
-
Englisch
- Bibliographic citation
-
Series: Discussion Paper ; No. 327
- Event
-
Geistige Schöpfung
- (who)
-
Winkler, Gerhard
Prigarin, Sergej M.
Martin, Andreas
- Event
-
Veröffentlichung
- (who)
-
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
- (where)
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München
- (when)
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2003
- DOI
-
doi:10.5282/ubm/epub.1706
- Handle
- URN
-
urn:nbn:de:bvb:19-epub-1706-6
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Winkler, Gerhard
- Prigarin, Sergej M.
- Martin, Andreas
- Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Time of origin
- 2003
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