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Numerical Methods for Stochastic Partial Differential Equations with White Noise
Zhongqiang Zhang and George Em Karniadakis Applied Mathematical Sciences, Numerical Methods for Stochastic Partial Differential Equations with White Noise 196 293 (2017) https://doi.org/10.1007/978-3-319-57511-7_11
Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations
D. Venturi, X. Wan, R. Mikulevicius, B. L. Rozovskii and G. E. Karniadakis Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 469(2158) 20130001 (2013) https://doi.org/10.1098/rspa.2013.0001
The Wick--Malliavin Approximation of Elliptic Problems with Log-Normal Random Coefficients
An introduction to probabilistic methods with applications
Pierre Del Moral and Nicolas G. Hadjiconstantinou ESAIM: Mathematical Modelling and Numerical Analysis 44(5) 805 (2010) https://doi.org/10.1051/m2an/2010043