Taylor approximations for stochastic partial differential equations

zbMATH Open1240.35001MaRDI QIDQ3101969FDOQ3101969

Authors: Arnulf Jentzen, Peter E. Kloeden 

Publication date: 1 December 2011

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zbMATH Keywords

multiplicative noisemild solutionsnumerical schemesadditive noiserandom ordinary differential equationsIto-Taylor expansionsexistence, uniqueness, and regularity of solutionshigher-order numerical methods

Mathematics Subject Classification ID

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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