2013Stochastic Partial Differential Equations Analysis and ComputationsOpen access

Covariance structure of parabolic stochastic partial differential equations

Annika Lang, Stig Larsson, Christoph Schwab

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Key concepts: Stochastic partial differential equation, Parabolic partial differential equation, Mathematics, First-order partial differential equation, Partial differential equation, Mathematical analysis, Elliptic partial differential equation, Covariance

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