On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation (Q2949840)
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English | On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation |
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On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation (English)
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2 October 2015
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stochastic Allen-Cahn equation
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additive Gaussian noise
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Wiener process
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implicit Euler method
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pathwise convergence
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strong convergence
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factorization method
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