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Title: Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments
Author: Taylor, Phillip
Awarding Body: University of Manchester
Current Institution: University of Manchester
Date of Award: 2014
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This thesis is in two parts. Part I concerns simulation of random fields using the circulant embedding method, and Part II studies the numerical solution of stochastic differential equations (SDEs).
Supervisor: Powell, Catherine ; Shardlow, Tony Sponsor: Numerical Algorithms Group
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Stochastic Differential Equations ; Random Fields