Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
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Publication:4517514
DOI10.1090/S0025-5718-00-01224-2zbMath0956.60064OpenAlexW2017184650MaRDI QIDQ4517514
J. G. Gaines, Alexander M. Davie
Publication date: 22 November 2000
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-00-01224-2
Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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