Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise (Q511482)

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scientific article; zbMATH DE number 6687419
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    Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise
    scientific article; zbMATH DE number 6687419

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      Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise (English)
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      21 February 2017
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      stochastic partial differential equations
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      reflection
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      approximation scheme
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      Skorokhod-type problems
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      time-dependent domains
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      discretization
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      deterministic parabolic obstacle problems
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