On finite difference schemes for degenerate stochastic parabolic partial differential equations
DOI10.1007/S10958-011-0584-3zbMATH Open1291.65263OpenAlexW2083207106MaRDI QIDQ2248589FDOQ2248589
Authors: István Gyöngy 
Publication date: 27 June 2014
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/17973801/On_finite_difference_schemes_for_degenerate_stochastic_parabolic_partial_differential_equations.pdf
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- Handbook of Numerical Analysis X. Special volume: Computational chemistry.
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Cited In (12)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type
- Approximation of stochastic parabolic differential equations with two different finite difference schemes
- Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
- Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
- On stochastic finite difference schemes
- Finite difference schemes for linear stochastic integro-differential equations
- Accelerated finite difference schemes for linear stochastic partial differential equations in the whole space
- On finite difference schemes for partial integro-differential equations of Lévy type
- Finite difference schemes for stochastic partial differential equations in Sobolev spaces
- Accelerated numerical schemes for PDEs and SPDEs
- Accelerated finite difference schemes for second order degenerate elliptic and parabolic PDE's in the whole space
- Rate of convergence of finite difference approximations for degenerate ordinary differential equations
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