Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310): Difference between revisions

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Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
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    Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (English)
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    12 January 2018
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    asymptotic mean-square stability
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    numerical approximations of stochastic differential equations
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    linear stochastic partial differential equations
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    Lévy processes
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    rational approximations
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    Galerkin methods
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    spectral methods
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    finite element methods
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    Euler-Maruyama scheme
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    Milstein scheme
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