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KOLÁŘOVÁ, E. BRANČÍK, L.
Original Title
The cylindrical Wiener process
Type
conference paper
Language
English
Original Abstract
In this paper we deal with the cylindrical Wiener process, also called the space – time white noise. This process plays an important role in the theory of stochastic partial differential equations (SPDE), because it introduces space dependence into the Brownian motion. We present a numerical model of the cylindrical Wiener process, which is necessary in determining statistical informations about the solutions of SPDE.
Keywords
cylindrical Wiener proces, stochastic partial differential equations
Authors
KOLÁŘOVÁ, E.; BRANČÍK, L.
Released
14. 6. 2018
Publisher
Univerzita obrany
Location
Brno
ISBN
978-80-7582-040-2
Book
Matematika, informatika a aplikované vědy (MITAV 2018)
Edition number
1
Pages from
Pages to
5
Pages count
URL
http://mitav.unob.cz/
BibTex
@inproceedings{BUT148454, author="Edita {Kolářová} and Lubomír {Brančík}", title="The cylindrical Wiener process", booktitle="Matematika, informatika a aplikované vědy (MITAV 2018)", year="2018", number="1", pages="1--5", publisher="Univerzita obrany", address="Brno", isbn="978-80-7582-040-2", url="http://mitav.unob.cz/" }