Detail publikačního výsledku

The cylindrical Wiener process

KOLÁŘOVÁ, E.; BRANČÍK, L.

Originální název

The cylindrical Wiener process

Anglický název

The cylindrical Wiener process

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

cylindrical Wiener proces, stochastic partial differential equations

Klíčová slova v angličtině

cylindrical Wiener proces, stochastic partial differential equations

Autoři

KOLÁŘOVÁ, E.; BRANČÍK, L.

Rok RIV

2019

Vydáno

14.06.2018

Nakladatel

Univerzita obrany

Místo

Brno

ISBN

978-80-7582-040-2

Kniha

Matematika, informatika a aplikované vědy (MITAV 2018)

Strany od

1

Strany do

5

Strany počet

5

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/"
}