scientific article
From MaRDI portal
zbMath1187.35299MaRDI QIDQ3504644
Terence J. Lyons, Christian Litterer
Publication date: 11 June 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Numerical integration (65D30)
Related Items
Cubature on Wiener space: pathwise convergence, Cubature Method for Stochastic Volterra Integral Equations, Cubature methods for stochastic (partial) differential equations in weighted spaces