Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions |
scientific article |
Statements
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (English)
0 references
12 January 2018
0 references
asymptotic mean-square stability
0 references
numerical approximations of stochastic differential equations
0 references
linear stochastic partial differential equations
0 references
Lévy processes
0 references
rational approximations
0 references
Galerkin methods
0 references
spectral methods
0 references
finite element methods
0 references
Euler-Maruyama scheme
0 references
Milstein scheme
0 references
