Sökning: "Kristin Kirchner"
Hittade 2 avhandlingar innehållade orden Kristin Kirchner.
1. Numerical Approximation of Solutions to Stochastic Partial Differential Equations and Their Moments
Sammanfattning : The first part of this thesis focusses on the numerical approximation of the first two moments of solutions to parabolic stochastic partial differential equations (SPDEs) with additive or multiplicative noise. More precisely, in Paper I an earlier result (A. Lang, S. Larsson, and Ch. LÄS MER
2. Variational Methods for Moments of Solutions to Stochastic Differential Equations
Sammanfattning : Numerical methods for stochastic differential equations typically estimate moments of the solution from sampled paths. Instead, we pursue the approach proposed by A. Lang, S. Larsson, and Ch. LÄS MER
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