Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II (Q1300248): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/a:1008699504438 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1584311562 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:16, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II |
scientific article |
Statements
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II (English)
0 references
18 September 2000
0 references
[For part I see ibid. 9, No. 1, 1-25 (1998; Zbl 0915.60069).] The paper approximates quasi-linear parabolic stochastic differential equations by substituting derivatives with finite difference approximations. Implicit and explicit methods are studied. Strong convergence is shown. When Lipschitz continuity is not given, then convergence in probability is still obtained.
0 references
stochastic partial differential equations
0 references
strong convergence
0 references
finite difference approximations
0 references
Lipschitz continuity
0 references
