On the strong convergence rate of the fully discretized solution of hyperbolic stochastic equation
From MaRDI portal
Publication:2995399
zbMATH Open1210.65013MaRDI QIDQ2995399FDOQ2995399
Authors: Ignatius N. Njoseh
Publication date: 21 April 2011
Recommendations
- On the rate of strong convergence of the semi-discretized solution of hyperbolic stochastic equation
- Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
- Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
- Estimates for the rate of convergence of the Galerkin method for abstract hyperbolic equations
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)
Cited In (1)
This page was built for publication: On the strong convergence rate of the fully discretized solution of hyperbolic stochastic equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2995399)