scientific article; zbMATH DE number 1779817

zbMATH Open1004.60073MaRDI QIDQ4543014FDOQ4543014

Authors: István Gyöngy 

Publication date: 6 February 2003

Title of this publication is not available (Why is that?)

zbMATH Keywords

numerical approximationsparabolic stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited In (37)

• Higher order spatial approximations for degenerate parabolic stochastic partial differential equations
• The discontinuous Galerkin method for stochastic differential equations driven by additive noises
• Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation
• Space semi-discretisations for a stochastic wave equation
• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
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• Concentration effects in mesoscopic simulation of coarsening
• An exponential Wagner-Platen type scheme for SPDEs
• Approximation of stochastic equations driven by predictable processes
• A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises
• Space-Time Approximation of Stochastic $p$-Laplace-Type Systems
• Mesoscopic simulation of Ostwald ripening
• The numerical approximation of stochastic partial differential equations
• Loss of regularity for Kolmogorov equations
• One-step approximations for stochastic functional differential equations
• Approximation of SDEs: a stochastic sewing approach
• ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Diffusion approximation for hyperbolic stochastic differential equations
• In-Probability Approximation and Simulation of Nonlinear Jump-Diffusion Stochastic Differential Equations
• Title not available (Why is that?)
• On the approximation of stochastic partial differential equations II
• Title not available (Why is that?)
• Semi-discrete approximations for stochastic differential equations and applications
• Approximative approaches to a stochastic partial differential equation by point systems
• First-order weak balanced schemes for stochastic differential equations
• Title not available (Why is that?)
• Particle approximations for a class of stochastic partial differential equations
• Title not available (Why is that?)
• Solving parabolic stochastic partial differential equations via averaging over characteristics
• Difference Methods for Stochastic Partial Differential Equations
• Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
• Stochastic partial differential equations in continuum physics - on the foundations of the stochastic interpolation method for Ito's type equations
• Approximation theorems based on random partitions for stochastic differential equation and their applications
• Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations
• A stochastic log-Laplace equation.
• An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations

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