Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion

DOI10.1016/J.CNSNS.2016.07.023zbMath1462.60098OpenAlexW2503269651MaRDI QIDQ2005024

Nahid Jamshidi, Minoo Kamrani

Publication date: 7 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2016.07.023

zbMATH Keywords

Galerkin methodfractional Brownian motionimplicit Euler schemestochastic evolution equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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