Constructing mean square approximations of decomposable space-time uncertainty diffusion models

Autores UPV
Revista Journal of Egyptian-Chinese of Computational and Applied Mathematics


In this paper mixed diffusion models under decomposable space-time uncertainty are studied. Existence conditions for constructing a mean square convergent series stochastic solution process are given. Methods for constructing numerical mean square approximations and computing the expectation and variance are illustrated by an example.