scientific article; zbMATH DE number 1779817

MaRDI QIDQ4543014zbMATH OpenFDO

Authors István Gyöngy

Publication date 6 February 2003

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)

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(37)

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• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
• A stochastic log-Laplace equation.
• Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations
• On the approximation of stochastic partial differential equations II
• Concentration effects in mesoscopic simulation of coarsening
• Solving parabolic stochastic partial differential equations via averaging over characteristics
• Approximation of SDEs: a stochastic sewing approach
• Higher order spatial approximations for degenerate parabolic stochastic partial differential equations
• Stochastic partial differential equations in continuum physics - on the foundations of the stochastic interpolation method for Ito's type equations
• Mesoscopic simulation of Ostwald ripening
• One-step approximations for stochastic functional differential equations
• Particle approximations for a class of stochastic partial differential equations
• Semi-discrete approximations for stochastic differential equations and applications
• Approximative approaches to a stochastic partial differential equation by point systems
• 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
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• An exponential Wagner-Platen type scheme for SPDEs
• ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• The numerical approximation of stochastic partial differential equations
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• First-order weak balanced schemes for stochastic differential equations
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• The discontinuous Galerkin method for stochastic differential equations driven by additive noises
• Difference Methods for Stochastic Partial Differential Equations

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