On the discretization in time of parabolic stochastic partial differential equations
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Publication:5890474
DOI10.1051/m2an:2001148zbMath0991.60051MaRDI QIDQ5890474
Publication date: 20 March 2002
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=M2AN_2001__35_6_1055_0
65C20: Probabilistic models, generic numerical methods in probability and statistics
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60F25: (L^p)-limit theorems
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