Publication:2790538
From MaRDI portal
zbMath1331.65016MaRDI QIDQ2790538
Publication date: 4 March 2016
65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
Related Items
Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise, Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization, Weak convergence of finite element method for stochastic elastic equation driven by additive noise, The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds, Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients, A Lax equivalence theorem for stochastic differential equations, Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models, Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises, Multilevel Monte Carlo method for parabolic stochastic partial differential equations, Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise, Gramian-based model reduction for unstable stochastic systems, Monte Carlo Euler approximations of HJM term structure financial models, Mean square convergent three points finite difference scheme for random partial differential equations, Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales, Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise, Full-discrete finite element method for the stochastic elastic equation driven by additive noise
