×

zbMATH — the first resource for mathematics

The Wiener–Askey polynomial chaos for stochastic differential equations. (English) Zbl 1014.65004

MSC:
65C30 Numerical solutions to stochastic differential and integral equations
65C05 Monte Carlo methods
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05 Ordinary differential equations and systems with randomness
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
PDF BibTeX XML Cite
Full Text: DOI