Kloeden P.E.

P.E. Kloeden

Information about the author P.E. Kloeden will soon be added to the site.
Found 2 papers in total
Linear-implicit strong schemes for Itô–Galerkin approximations of parabolic stochastic partial differential equations
Linear-implicit strong schemes for Itô–Galerkin approximations of parabolic stochastic partial differential equations
2001
Linear-implicit versions of strong Taylor numerical schemes for finite dimensional...
Linear filtering with fractional Brownian motion in the signal and observation processes
Linear filtering with fractional Brownian motion in the signal and observation processes
1999
Integral equations for the mean-square estimate are obtained for the linear filtering...
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