Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations (Q6828692)
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scientific article; zbMATH DE number 7325625
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| English | Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations |
scientific article; zbMATH DE number 7325625 |
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Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations (English)
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18 March 2021
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stochastic viscosity solutions
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finite difference schemes
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monotone schemes
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splitting formulae
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error estimates
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