Display Abstract
Title Nonparametric Wick-Malliavin Approximations for Stochastic PDEs
Name Boris L Rozovsky
Country USA
Email Boris_Rozovsky@Brown.edu
Co-Author(s) R. Mikulevicius
Submit Time 2014-02-26 14:05:08
Session
Special Session 109: Stochastic Partial Differential Equations
Contents
We will discuss statistical and numerical properties of a new class of Wick- Malliavin approximations to nonlinear SPDEs. These approximations are non- parametric. That is, they are independent of the type of randomnes present in the underlying SPDE. Previously, Wick-Malliavin approximations to SPDEs were considered for Gaussian and Poisson types of forcing.
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