Strong scheme for a stochastic Goursat problem. (Q1427648): Difference between revisions
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Revision as of 04:17, 5 March 2024
scientific article
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| English | Strong scheme for a stochastic Goursat problem. |
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Strong scheme for a stochastic Goursat problem. (English)
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14 March 2004
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The authors construct a strong scheme for a stochastic Goursat problem and prove the mean-square convergence to its solution for the approximation generated by the strong scheme. Moreover, they obtain the rate of convergence for the strong scheme.
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strong scheme
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stochastic partial differential equations
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