Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients

DOI10.1007/S11118-009-9139-3zbMath1176.60051OpenAlexW2082136723MaRDI QIDQ1035835

Arnulf Jentzen

Publication date: 4 November 2009

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-009-9139-3

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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