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The cylindrical Wiener process

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F18%3APU128230" target="_blank" >RIV/00216305:26220/18:PU128230 - isvavai.cz</a>

  • Result on the web

    <a href="http://mitav.unob.cz/" target="_blank" >http://mitav.unob.cz/</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    The cylindrical Wiener process

  • Original language description

    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.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    10101 - Pure mathematics

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2018

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Matematika, informatika a aplikované vědy (MITAV 2018)

  • ISBN

    978-80-7582-040-2

  • ISSN

  • e-ISSN

  • Number of pages

    5

  • Pages from-to

    1-5

  • Publisher name

    Univerzita obrany

  • Place of publication

    Brno

  • Event location

    Brno

  • Event date

    Jun 14, 2018

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article