Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189)
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scientific article; zbMATH DE number 5813135
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| English | Solving parabolic stochastic partial differential equations via averaging over characteristics |
scientific article; zbMATH DE number 5813135 |
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Solving parabolic stochastic partial differential equations via averaging over characteristics (English)
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7 November 2010
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probabilistic representations of solutions of stochastic partial differential equations
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numerical integration of stochastic differential equations
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Monte Carlo technique
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mean-square and almost sure convergence
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layer methods
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0.8827336430549622
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0.8014519214630127
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0.7770082950592041
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0.7606469988822937
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