Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
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Publication:2436549
DOI10.1007/s11118-013-9338-9zbMath1286.35010arXiv1202.2707OpenAlexW2963468480MaRDI QIDQ2436549
Publication date: 25 February 2014
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.2707
Theoretical approximation in context of PDEs (35A35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)
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