Numerical methods for stochastic parabolic PDEs (Q4239760)
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scientific article; zbMATH DE number 1279316
Language | Label | Description | Also known as |
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English | Numerical methods for stochastic parabolic PDEs |
scientific article; zbMATH DE number 1279316 |
Statements
Numerical methods for stochastic parabolic PDEs (English)
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23 August 1999
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convergence
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finite difference
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nonlinear stochastic partial differential equation
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initial value problem
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Wiener process
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numerical experiments
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