Stochastic collocation methods for differential equations with white noise

Zhongqiang Zhang, George Em Karniadakis

Type: Book-Chapter

Publication Date: 2017-01-01

Citations: 4

DOI: https://doi.org/10.1007/978-3-319-57511-7_7

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Applied mathematical sciences - View

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Works Cited by This (21)

Action	Title	Year	Authors
+	Error Estimates for Gauss-Laguerre and Gauss-Hermite Quadrature Formulas	1994	G. Mastroianni Giovanni Monegato
+	None	1998	Thomas Gerstner Michael Griebel
+	Lattice Methods for Multiple Integration	1994	Ian H. Sloan Stephen Joe
+	Solving parabolic stochastic partial differential equations via averaging over characteristics	2009	Grigori N. Milstein M. V. Tretyakov
+	Cubature on Wiener space	2004	Terry Lyons Nicolas Victoir
+	Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions	1996	Amarjit Budhiraja G. Kallianpur
+	Dimension-wise integration of high-dimensional functions with applications to finance	2010	Michael Griebel Markus Holtz
+ PDF Chat	Multilevel Monte Carlo methods	2015	Michael B. Giles
+ PDF Chat	Numerical Methods for Stochastic Systems Preserving Symplectic Structure	2002	Grigori N. Milstein Yu. M. Repin M. V. Tretyakov
+	The Feynman-Stratonovich semigroup and stratonovich integral expansions in nonlinear filtering	1997	Amarjit Budhiraja G. Kallianpur