Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space (Q3006357)

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Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space
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    Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space (English)
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    10 June 2011
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    Cauchy problem
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    finite differences
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    extrapolation to the limit
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    Richardson's method
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    linear stochastic partial differential equations
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    convergence acceleration
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