S-ROCK methods for stiff Itô SDEs (Q1011858)

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S-ROCK methods for stiff Itô SDEs
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    Statements

    title
    S-ROCK methods for stiff Itô SDEs (English)
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    author
    Assyr Abdulle
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    publication date
    14 April 2009
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    zbMATH Keywords
    Stochastic heat equation
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    Gaussian noise
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    stochastic integral
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    fractional Brownian motion
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    spatial covariance function
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    Identifiers

    Mathematics Subject Classification ID
    60H35
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    65C30
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    65C20
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    65L20
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    60H10
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    zbMATH DE Number
    5542955
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