Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092)
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scientific article; zbMATH DE number 6027474
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| English | Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales |
scientific article; zbMATH DE number 6027474 |
Statements
Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (English)
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24 April 2012
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finite element method
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stochastic partial differential equation
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martingale
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Galerkin method
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Zakai equation
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advection
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diffusion equation
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0.8528552651405334
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0.8236089944839478
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0.7893360257148743
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0.789080023765564
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