On the rate of strong convergence of the semi-discretized solution of hyperbolic stochastic equation

zbMATH Open1210.60069MaRDI QIDQ2995400FDOQ2995400

Authors: Ignatius N. Njoseh 

Publication date: 21 April 2011

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited In (6)

• Title not available (Why is that?)
• On the strong convergence rate of the fully discretized solution of hyperbolic stochastic equation
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
• Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation
• Maximum-norm error estimate for a strongly damped stochastic wave equation
• Mean-square convergence of a semidiscrete scheme for stochastic Maxwell equations

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