scientific article; zbMATH DE number 5207299
From MaRDI portal
zbMath1126.60054arXivmath/0606488MaRDI QIDQ5423780
Publication date: 31 October 2007
Full work available at URL: https://arxiv.org/abs/math/0606488
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items
Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching, Optimal strong rates of convergence for a space-time discretization of the stochastic Allen-Cahn equation with multiplicative noise, Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes, SPDE in Hilbert space with locally monotone coefficients, On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation, Weak order for the discretization of the stochastic heat equation driven by impulsive noise, Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>, The numerical approximation of stochastic partial differential equations, Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift, Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition, Numerical approximation of multiplicative SPDEs, Random attractors for a class of stochastic partial differential equations driven by general additive noise, Weak order for the discretization of the stochastic heat equation, Weak approximation of stochastic partial differential equations: the nonlinear case, Rate of convergence of space time approximations for stochastic evolution equations, Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
