Higher Order Spatial Approximations for Degenerate Parabolic Stochastic Partial Differential Equations (Q2855121)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher Order Spatial Approximations for Degenerate Parabolic Stochastic Partial Differential Equations |
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Higher Order Spatial Approximations for Degenerate Parabolic Stochastic Partial Differential Equations (English)
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24 October 2013
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Zakai equation
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nonlinear filtering
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Richardson's acceleration
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Euler implicit scheme
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Cauchy problem
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degenerate parabolic equation
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second-order stochastic parabolic partial differential equation
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convergence
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