The discontinuous Galerkin method for stochastic differential equations driven by additive noises (Q2301435)

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scientific article; zbMATH DE number 7173177
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    The discontinuous Galerkin method for stochastic differential equations driven by additive noises
    scientific article; zbMATH DE number 7173177

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      The discontinuous Galerkin method for stochastic differential equations driven by additive noises (English)
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      24 February 2020
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      stochastic differential equation
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      discontinuous Galerkin method
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      Wiener process
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      Brownian motion
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      mean-square convergence
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      order of convergence
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