scientific article; zbMATH DE number 4015843

MaRDI QIDQ3028017zbMATH OpenFDO

Authors M. A. Atalla

Publication date 1986

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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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
• scientific article; zbMATH DE number 1302918 (Why is no real title available?)
• Difference Methods for Stochastic Partial Differential Equations
• Approximation of stochastic advection diffusion equations with finite difference scheme

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