The numerical approximation of stochastic partial differential equations (Q627037)

scientific article

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English	The numerical approximation of stochastic partial differential equations	scientific article

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instance of

scholarly article

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title

The numerical approximation of stochastic partial differential equations (English)

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zbMATH Open document ID

1205.60130

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DOI

10.1007/s00032-009-0100-0

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published in

Milan Journal of Mathematics

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publication date

19 February 2011

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Mathematics Subject Classification ID

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stochastic partial differential equations

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stochastic ordinary differential equations

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stochastic Taylor expansions

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higher order numerical schemes

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strong convergence

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pathwise convergence

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author

Arnulf Jentzen

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Peter E. Kloeden

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describes a project that uses

RODAS

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00032-009-0100-0

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mardi Publication:627037