Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092)
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English | Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales |
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Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (English)
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24 April 2012
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finite element method
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stochastic partial differential equation
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martingale
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Galerkin method
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Zakai equation
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advection
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diffusion equation
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