Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310)
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scientific article; zbMATH DE number 6825300
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| English | Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions |
scientific article; zbMATH DE number 6825300 |
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Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (English)
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12 January 2018
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asymptotic mean-square stability
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numerical approximations of stochastic differential equations
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linear stochastic partial differential equations
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Lévy processes
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rational approximations
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Galerkin methods
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spectral methods
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finite element methods
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Euler-Maruyama scheme
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Milstein scheme
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0.8054364919662476
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0.8012127876281738
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0.7957523465156555
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