High-Order Spectral Method of Density Estimation for Stochastic Differential Equation Driven by Multivariate Gaussian Random Variables

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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Bibliographic Details
Main Author:	Hongling Xie
Format:	Article
Language:	English
Published:	Wiley 2023-01-01
Series:	Advances in Mathematical Physics
Online Access:	http://dx.doi.org/10.1155/2023/9974539
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