Optimal one-point approximation of stochastic heat equations with additive noise.

zbMATH Open1168.60300MaRDI QIDQ3603397FDOQ3603397

Authors: Tim Wagner 

Publication date: 16 February 2009

Full work available at URL: http://tuprints.ulb.tu-darmstadt.de/1170/

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Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited In (4)

• Lower bounds and nonuniform time discretization for approximation of stochastic heat equations
• Optimal pointwise approximation of a linear stochastic heat equation with additive space-time white noise
• An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
• Pointwise approximation of coupled Ornstein-Uhlenbeck processes

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