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

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English	Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients	scientific article

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title

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

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4 November 2009

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MaRDI publication profile

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full work available at URL

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

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cites work

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

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

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OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES

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

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A concise course on stochastic partial differential equations

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Dynamics of evolutionary equations

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Q4360234

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Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

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

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Identifiers

zbMATH Open document ID

1176.60051

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DOI

10.1007/s11118-009-9139-3

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:1035835