On the discretization in time of parabolic stochastic partial differential equations

DOI10.1051/m2an:2001148zbMath0991.60051MaRDI QIDQ5890474

Publication date: 20 March 2002

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=M2AN_2001__35_6_1055_0

zbMATH Keywords

semi-discretization; stochastic partial differential equation; Euler scheme

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60F25: (L^p)-limit theorems

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Cites Work