Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/31102
Authors: 
Martin, Andreas
Prigarin, Sergej M.
Winkler, Gerhard
Year of Publication: 
2003
Series/Report no.: 
Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 349
Abstract: 
On the basis of integral representations we propose fast numerical methods to solve the Cauchy problem for the stochastic wave equation without boundaries and with the Dirichlet boundary conditions. The algorithms are exact in a probabilistic sense.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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