Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189): Difference between revisions

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+Finite element and difference approximation of some linear stochastic partial differential equations
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+Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrödinger equation
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+Particle approximations for a class of stochastic partial differential equations
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+Stochastic Equations in Infinite Dimensions
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+Weak order for the discretization of the stochastic heat equation
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+Discretization and Simulation of the Zakai Equation
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+Time-discretised Galerkin approximations of parabolic stochastic PDE's
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+A note on Euler's approximations
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+Q4543014
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+On the splitting-up method and stochastic partial differential equations
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+On discretization schemes for stochastic evolution equations
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+Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
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+Q4247243
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+Characteristics of degenerate second-order parabolic Ito equations
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+Q3995203
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+Linear Parabolic Stochastic PDE and Wiener Chaos
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+The probability approach to numerical solution of nonlinear parabolic equations
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+Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions
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+Q4826106
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+Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations
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+Monte Carlo methods for backward equations in nonlinear filtering
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+Practical Variance Reduction via Regression for Simulating Diffusions
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+Variance Reduction for Simulated Diffusions
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+Stochastic partial differential equations and filtering of diffusion processes
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+Scattered Data Approximation
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+Semi-discretization of stochastic   partial differential equations on $\mathbb{R}^1$ by a finite-difference method
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