Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/23883
Authors: 
Winkler, Gerhard
Prigarin, Sergej M.
Martin, Andreas
Year of Publication: 
2003
Series/Report no.: 
Discussion papers / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 327
Abstract: 
On the basis of integral representations we propose numerical methods to solve the stochastic wave equation and the stochastic Klein-Gordon equation. The algorithms are exact in a probabilistic sense.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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