\(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (Q2304327): Difference between revisions

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Latest revision as of 20:30, 14 September 2024

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\(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application
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    \(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (English)
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    9 March 2020
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    backward stochastic heat equations
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    \(L^2\)-regularity
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    time-discretized Galerkin approximation
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    convergence rate
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