A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\)

DOI10.1007/S00245-006-0874-1zbMath1152.60047arXivmath/0508339OpenAlexW2054066138MaRDI QIDQ861502

Teresa Martinez, Marta Sanz-Solé

Publication date: 29 January 2007

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508339

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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