Difference Methods for Stochastic Partial Differential Equations
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Publication:4795222
DOI<821::AID-ZAMM821>3.0.CO;2-L 10.1002/1521-4001(200211)82:11/12<821::AID-ZAMM821>3.0.CO;2-LzbMath1010.60057MaRDI QIDQ4795222
No author found.
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
stability; convergence; consistency; difference methods; stochastic partial differential equations of Itô-type
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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