Difference Methods for Stochastic Partial Differential Equations

DOI<link itemprop=identifier href="https://doi.org/10.1002/1521-4001(200211)82:11/12<821::AID-ZAMM821>3.0.CO;2-L" /><821::AID-ZAMM821>3.0.CO;2-L 10.1002/1521-4001(200211)82:11/12<821::AID-ZAMM821>3.0.CO;2-LzbMath1010.60057OpenAlexW2168301608MaRDI QIDQ4795222

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Publication date: 23 February 2003

Full work available at URL: https://doi.org/10.1002/1521-4001(200211)82:11/12<821::aid-zamm821>3.0.co;2-l

zbMATH Keywords

stabilityconvergenceconsistencydifference methodsstochastic partial differential equations of Itô-type

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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