Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative (Q4902865)

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scientific article; zbMATH DE number 6126708
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    Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative
    scientific article; zbMATH DE number 6126708

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      Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative (English)
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      18 January 2013
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      stochastic partial differential equations
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      finite differences
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      implicit time-stepping schemes
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      Fourier analysis
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      local mesh refinement
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