A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
numerical examplesstochastic PDEswhite noisefinite elementGalerkin finite element methodstochastic variational problemWiener-Itô chaos coefficients
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) White noise theory (60H40) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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