Publication detail

The cylindrical Wiener process

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

1

Pages to

5

Pages count

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/"
}