Numerical approximation for a white noise driven SPDE with locally bounded drift

DOI10.1007/s11118-004-1329-4zbMath1065.35221MaRDI QIDQ1775583

Mikael Signahl, Roger Pettersson

Publication date: 4 May 2005

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-004-1329-4

zbMATH Keywords

Malliavin calculus; stochastic partial differential equations

Mathematics Subject Classification ID

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

Efficient simulation of nonlinear parabolic SPDEs with additive noise, The numerical approximation of stochastic partial differential equations, Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients

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