Approximation of stochastic parabolic differential equations with two different finite difference schemes (Q1758739)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Approximation of stochastic parabolic differential equations with two different finite difference schemes
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references