High-Order Spectral Method of Density Estimation for Stochastic Differential Equation Driven by Multivariate Gaussian Random Variables
There are some previous works on designing efficient and high-order numerical methods of density estimation for stochastic partial differential equation (SPDE) driven by multivariate Gaussian random variables. They mostly focus on proposing numerical methods of density estimation for SPDE with indep...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
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| Series: | Advances in Mathematical Physics |
| Online Access: | http://dx.doi.org/10.1155/2023/9974539 |
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