A splitting method for stochastic goursat problem

DOI10.1080/07362999908809603MaRDI QIDQ4248564zbMATH OpenOpenAlexFDO

Authors

Publication date 29 September 1999

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999908809603

zbMATH Keywords

splitting methodstochastic Goursat problem

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 4013679 (Why is no real title available?)
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• Approximation of the Zakaï Equation by the Splitting up Method
• On the approximation of stochastic partial differential equations i
• Time-discretised Galerkin approximations of parabolic stochastic PDE's

Cited in

(9)

• scientific article; zbMATH DE number 7234903 (Why is no real title available?)
• Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales
• Stochastic adsorption--desorption problem for mass-spring systems in the nanotechnology
• Convergence for a splitting-up scheme for the 3D stochastic Navier-Stokes-\(\alpha\) model
• Splitting-up scheme for nonlinear stochastic hyperbolic equations
• Euler Scheme for a Stochastic Goursat Problem
• Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
• Strong scheme for a stochastic Goursat problem.
• Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation

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