Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales |
scientific article |
Statements
Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (English)
0 references
24 April 2012
0 references
finite element method
0 references
stochastic partial differential equation
0 references
martingale
0 references
Galerkin method
0 references
Zakai equation
0 references
advection
0 references
diffusion equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references