Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise
DOI10.1214/16-AAP1186zbMath1358.60075arXiv1510.00611MaRDI QIDQ511482
Publication date: 21 February 2017
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.00611
discretization; reflection; stochastic partial differential equations; approximation scheme; deterministic parabolic obstacle problems; Skorokhod-type problems; time-dependent domains
60F05: Central limit and other weak theorems
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F10: Large deviations
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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