Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
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Publication:1899255
DOI10.1016/0304-4149(95)00010-5zbMath0832.60068OpenAlexW2005553016WikidataQ127957488 ScholiaQ127957488MaRDI QIDQ1899255
Publication date: 20 February 1996
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(95)00010-5
convergence in probabilityapproximating the solution of an initial- boundary value problemstochastic nonhomogeneous heat equation
Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, stochastic differential equations (65C99)
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