Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method (Q4942782)

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scientific article; zbMATH DE number 1414920
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Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
scientific article; zbMATH DE number 1414920

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    Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method (English)
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    15 March 2000
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    finite difference method
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    stochastic partial differential equation
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    system of stochastic ordinary differential equations
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    convergence
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