Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189): Difference between revisions
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Revision as of 10:31, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Solving parabolic stochastic partial differential equations via averaging over characteristics |
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Solving parabolic stochastic partial differential equations via averaging over characteristics (English)
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7 November 2010
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probabilistic representations of solutions of stochastic partial differential equations
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numerical integration of stochastic differential equations
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Monte Carlo technique
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mean-square and almost sure convergence
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layer methods
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