Simulation of stochastic partial differential equations using finite element methods (Q4648584): Difference between revisions

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+\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
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+Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
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+Stochastic motion and the level set method in computer vision: stochastic active contours
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