A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations (Q3375545): Difference between revisions
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scientific article
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English | A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations |
scientific article |
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A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations (English)
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14 March 2006
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consistency and stability
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convergence in probability
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stochastic partial differential equations of Itô type
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Wong-Zakai approximation
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