Accelerated Numerical Schemes for PDEs and SPDEs
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Publication:3015681
DOI10.1007/978-3-642-15358-7_7zbMath1221.65222OpenAlexW1598589708MaRDI QIDQ3015681
István Gyöngy, Nicolai V. Krylov
Publication date: 13 July 2011
Published in: Stochastic Analysis 2010 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-15358-7_7
Degenerate parabolic equations (35K65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
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