On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation

DOI10.1080/01630560801998138zbMath1151.60033MaRDI QIDQ3506282

Allaberen Ashyralyev

Publication date: 12 June 2008

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630560801998138

zbMATH Keywords

convergence; difference schemes; stochastic parabolic equation

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

60J35: Transition functions, generators and resolvents