The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations.

Dongbin Xiu George E. Karniadakis

Published in: SIAM J. Sci. Comput. (2002)

Keyphrases

stochastic differential equations
brownian motion
maximum a posteriori estimation
stochastic process
additive gaussian noise
differential equations
stochastic processes
fractional brownian motion
control system
special case
higher order
graphical models
optimal control