Approximation of stochastic parabolic differential equations with two different finite difference schemes (Q1758739)
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English | Approximation of stochastic parabolic differential equations with two different finite difference schemes |
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Approximation of stochastic parabolic differential equations with two different finite difference schemes (English)
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16 November 2012
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stochastic partial differential equations
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finite difference methods
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Saul'yev methods
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convergence
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stability
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Wiener process
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