Convergence of a Finite-Volume Scheme for a Heat Equation with a Multiplicative Stochastic Force (Q5117447)
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scientific article; zbMATH DE number 7239612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a Finite-Volume Scheme for a Heat Equation with a Multiplicative Stochastic Force |
scientific article; zbMATH DE number 7239612 |
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Convergence of a Finite-Volume Scheme for a Heat Equation with a Multiplicative Stochastic Force (English)
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25 August 2020
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stochastic heat equation
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Itô integral
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multiplicative noise
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Itô formula
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predictable process
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finite volume method
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