DOI10.1007/BF01184157zbMath0745.65089OpenAlexW1997516236MaRDI QIDQ1186093
Alain Bensoussan, Roland Glowinski, Aurel Răşcanu
Publication date: 28 June 1992
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01184157
Pathwise approximation and simulation for the Zakai filtering equation through operator splitting,
On the convergence of the Lie-Trotter formula for stochastic differential equations,
Stochastic evolution equations in Hilbert spaces,
Conservation laws with a random source,
On the splitting-up method and stochastic partial differential equations,
Splitting scheme for backward doubly stochastic differential equations,
The numerical approximation of stochastic partial differential equations,
Existence of a solution to the stochastic nonlocal Cahn–Hilliard Navier–Stokes model via a splitting-up method,
Well-posedness of solutions to stochastic fluid-structure interaction,
Approximation of backward stochastic partial differential equations by a splitting-up method,
Splitting up method for the 2D stochastic Navier-Stokes equations,
A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems,
Weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation with nonstandard growth,
An adaptive algorithm for solving stochastic multi-point boundary value problems,
On a time-splitting method for a scalar conservation law with a multiplicative stochastic perturbation and numerical experiments,
Convergence for a Splitting-Up Scheme for the 3D Stochastic Navier-Stokes-α Model,
Approximation of Stochastic Nonlinear Equations of Schrödinger Type by the Splitting Method,
A First Order Scheme for Backward Doubly Stochastic Differential Equations,
Space semi-discretisations for a stochastic wave equation,
Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method,
On the approximations of point measures associated with the Brownian web by means of the fractional step method and discretization of the initial interval,
Approximation of a stochastic two-phase flow model by a splitting-up method,
A splitting/polynomial chaos expansion approach for stochastic evolution equations,
Splitting-up scheme for the stochastic Cahn–Hilliard Navier–Stokes model,
Solution to a stochastic 3D nonlocal Cahn-Hilliard-Navier-Stokes model with shear dependent viscosity via a splitting-up method,
Splitting-up scheme for nonlinear stochastic hyperbolic equations,
Strong \(L^2\) convergence of time Euler schemes for stochastic 3D Brinkman-Forchheimer-Navier-Stokes equations,
A Milstein scheme for SPDEs,
A first order semi-discrete algorithm for backward doubly stochastic differential equations
