On Convergence rate of Wiener-Ito expansion for generalized random variables

@inproceedings{Cao2006OnCR,
  title={On Convergence rate of Wiener-Ito expansion for generalized random variables},
  author={Yanzhao Cao},
  year={2006}
}
In the past few years, there has been growing interest in numerical methods for stochastic partial differential equations (SPDEs): see [1–3,5,6,8–11,13,14]. One of the important topics is the numerical approximation of solutions to SPDEs, where some of the coefficients are random variables. Some of the interesting approaches are spectral finite element methods using formal Hermite polynomial chaos [9,13], hp and hk finite element methods using the tensor product of the space of random variables… CONTINUE READING

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