Splitting up method in the context of stochastic PDE (Q4029010)
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scientific article; zbMATH DE number 140583
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| English | Splitting up method in the context of stochastic PDE |
scientific article; zbMATH DE number 140583 |
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28 March 1993
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Zakai equation
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splitting up method
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stochastic partial differential equations
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0.8317397236824036
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0.8313848972320557
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0.8269881010055542
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0.8058589696884155
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0.8031699657440186
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Splitting up method in the context of stochastic PDE (English)
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[For the entire collection see Zbl 0754.00020.] This paper deals with the splitting up method for stochastic partial differential equations. The author discusses the main idea of splitting algorithm, which permits to separate the deterministic and stochastic part of the equation. Using the splitting up approximation, he gives a constructive proof of the existence of solution. Details of results will be published in SIAM. J. Control Optimization.
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