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Approximation of probability density functions for SPDEs using…
https://api.newton.ac.uk/website/v0/events/preprints/NI17024PDF, and involvecoefficients that are functions of the known cumulants of the random variable. ... Department of Scientific Computing, Florida State University, Tallahassee, FL 32306-4120, USA†The London School of Economics and Political Science,
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