Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835)

scientific article

Language	Label	Description	Also known as
English	Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients	scientific article

Statements

instance of

scholarly article

0 references

title

Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (English)

0 references

zbMATH Open document ID

1176.60051

0 references

DOI

10.1007/s11118-009-9139-3

0 references

0 references

0 references

4 November 2009

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/s11118-009-9139-3

0 references

OpenAlex ID

W2082136723

0 references

cites work

Stochastic Equations in Infinite Dimensions

0 references

Time-discretised Galerkin approximations of parabolic stochastic PDE's

0 references

Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise

0 references

Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise

0 references

A note on Euler's approximations

0 references

Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II

0 references

On the splitting-up method and stochastic partial differential equations

0 references

On discretization schemes for stochastic evolution equations

0 references

Rate of convergence of space time approximations for stochastic evolution equations

0 references

Numerical analysis of semilinear stochastic evolution equations in Banach spaces

0 references

Approximation for semilinear stochastic evolution equations

0 references

Convergence of the stochastic Euler scheme for locally Lipschitz coefficients

0 references

Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients

0 references

A random Euler scheme for Carathéodory differential equations

0 references

Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

0 references

Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs

0 references

A numerical scheme for stochastic PDEs with Gevrey regularity

0 references

Postprocessing for Stochastic Parabolic Partial Differential Equations

0 references

Approximation Schemes for Stochastic Differential Equations in Hilbert Space

0 references

Q3504253

0 references

Lower bounds and nonuniform time discretization for approximation of stochastic heat equations

0 references

An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise

0 references

OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES

0 references

Numerical approximation for a white noise driven SPDE with locally bounded drift

0 references

A concise course on stochastic partial differential equations

0 references

Dynamics of evolutionary equations

0 references

Numerical methods for stochastic parabolic PDEs

0 references

Q4360234

0 references

Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

0 references

Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1035835