Taylor approximations for stochastic partial differential equations
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Publication:3101969
multiplicative noisemild solutionsnumerical schemesadditive noiserandom ordinary differential equationsIto-Taylor expansionsexistence, uniqueness, and regularity of solutionshigher-order numerical methods
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Theoretical approximation in context of PDEs (35A35)
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