scientific article; zbMATH DE number 4015843

zbMATH Open0625.60063MaRDI QIDQ3028017FDOQ3028017

Authors: M. A. Atalla 

Publication date: 1986

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 4005572
• Finite difference schemes for linear stochastic integro-differential equations
• On stochastic finite difference schemes
• Publication:4714500
• Finite difference schemes for stochastic partial differential equations in Sobolev spaces
• scientific article; zbMATH DE number 1132859
• Exact difference schemes for stochastic differential equations
• scientific article; zbMATH DE number 1779817
• Approximations of stochastic partial differential equations
• Difference Methods for Stochastic Partial Differential Equations

zbMATH Keywords

speed of \(L_ p\) convergencetime-discrete finite-difference approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (10)

• Discrete approximation of stochastic differential equations
• Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
• Computing the finite time Lyapunov exponent for flows with uncertainties
• An approximate method via Taylor series for stochastic functional differential equations
• An analytic approximation of solutions of stochastic differential equations
• Difference methods for stochastic differential equations with discontinuous coefficients
• An analytic approximate method for solving stochastic integrodifferential equations
• Title not available (Why is that?)
• Difference Methods for Stochastic Partial Differential Equations
• Approximation of stochastic advection diffusion equations with finite difference scheme

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3028017)