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Martin, Andreas
Prigarin, Sergej M.
Winkler, Gerhard
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Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 349
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.
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Working Paper

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