scientific article; zbMATH DE number 1779817

zbMath1004.60073MaRDI QIDQ4543014

István Gyöngy

Publication date: 6 February 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

parabolic stochastic partial differential equationsnumerical approximations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (14)

A stochastic log-Laplace equation. ⋮ Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise ⋮ Mesoscopic simulation of Ostwald ripening ⋮ An Exponential Wagner--Platen Type Scheme for SPDEs ⋮ The numerical approximation of stochastic partial differential equations ⋮ First-order weak balanced schemes for stochastic differential equations ⋮ Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation ⋮ A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises ⋮ Concentration effects in mesoscopic simulation of coarsening ⋮ Space semi-discretisations for a stochastic wave equation ⋮ Solving parabolic stochastic partial differential equations via averaging over characteristics ⋮ The discontinuous Galerkin method for stochastic differential equations driven by additive noises ⋮ An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations ⋮ Loss of regularity for Kolmogorov equations

This page was built for publication: