Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations
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Publication:1799150
DOI10.1016/j.jmaa.2018.09.032zbMath1403.60059arXiv1710.07123OpenAlexW2766179950WikidataQ129211360 ScholiaQ129211360MaRDI QIDQ1799150
Arnulf Jentzen, Diyora Salimova, Timo Welti
Publication date: 18 October 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.07123
strong convergencenumerical approximationstochastic partial differential equationSPDEstochastic Burgers equation
KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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