Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation
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Publication:6177464
DOI10.1007/s11425-021-2027-7arXiv2104.09443MaRDI QIDQ6177464
Publication date: 31 August 2023
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.09443
discretizationconvergenceNeumann boundary control\(Q\)-Wiener processstochastic parabolic equationboundary noise
Numerical optimization and variational techniques (65K10) Numerical solutions to stochastic differential and integral equations (65C30)
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