Solving parabolic stochastic partial differential equations via averaging over characteristics

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Publication:3055189

DOI10.1090/S0025-5718-09-02250-9zbMath1198.65033OpenAlexW1982687195MaRDI QIDQ3055189

M. V. Tretyakov, Grigori N. Milstein

Publication date: 7 November 2010

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-09-02250-9




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