Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation (Q5421245)

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scientific article; zbMATH DE number 5202856
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Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation
scientific article; zbMATH DE number 5202856

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    Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation (English)
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    22 October 2007
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    stochastic partial differential equations of Itô type
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    difference methods
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    convergence, consistency
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    stability
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    Lax-Richtmyer theorem
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    hyperbolic Itô equations
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