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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English | 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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