Numerical approximation for a white noise driven SPDE with locally bounded drift

DOI10.1007/S11118-004-1329-4zbMath1065.35221OpenAlexW1981173753MaRDI QIDQ1775583

Roger Pettersson, Mikael Signahl

Publication date: 4 May 2005

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

Full work available at URL: https://doi.org/10.1007/s11118-004-1329-4

zbMATH Keywords

Malliavin calculusstochastic partial differential equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (10)

Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients ⋮ The numerical approximation of stochastic partial differential equations ⋮ Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity ⋮ Efficient simulation of nonlinear parabolic SPDEs with additive noise ⋮ Analysis and approximation of stochastic nerve axon equations ⋮ Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients ⋮ Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition ⋮ A Milstein scheme for SPDEs

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