Probability limit theorems and the convergence of finite difference approximations of partial differential equations

DOI10.1016/0022-247X(70)90319-7zbMath0205.43801MaRDI QIDQ2542378

Publication date: 1970

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Limit theorems in probability theory (60F99)

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