A Recursive Polynomial Chaos Evolution Method for Stochastic Differential Equations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bal, Guillaume, Ma, Shengbo, Zhang, Su, Zhang, Zhiwen
Format:	Preprint
Published:	2026
Subjects:	Numerical Analysis 65C30, 60H35, 41A10, 65M70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.03853