Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise
Publication:511482
DOI10.1214/16-AAP1186zbMath1358.60075arXiv1510.00611OpenAlexW2963434784MaRDI QIDQ511482
Publication date: 21 February 2017
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.00611
discretizationreflectionstochastic partial differential equationsapproximation schemedeterministic parabolic obstacle problemsSkorokhod-type problemstime-dependent domains
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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