Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations (Q2657924)
From MaRDI portal
scientific article; zbMATH DE number 7400954
- Approximation Schemes for Viscosity Solutions of Fully Nonlinear Stochastic Partial Differential Equations
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations |
scientific article; zbMATH DE number 7400954 |
|
Statements
Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations (English)
0 references
Approximation Schemes for Viscosity Solutions of Fully Nonlinear Stochastic Partial Differential Equations (English)
0 references
18 March 2021
0 references
27 September 2021
0 references
stochastic viscosity solutions
0 references
finite difference schemes
0 references
monotone schemes
0 references
splitting formulae
0 references
error estimates
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
