Pages that link to "Item:Q3081276"
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The following pages link to Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276):
Displayed 15 items.
- Weak convergence of finite element method for stochastic elastic equation driven by additive noise (Q368100) (← links)
- Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching (Q370188) (← links)
- Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise (Q766225) (← links)
- Weak order for the discretization of the stochastic heat equation driven by impulsive noise (Q1935447) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes (Q2376859) (← links)
- Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation (Q2792366) (← links)
- Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
- Approximating Rough Stochastic PDEs (Q5413647) (← links)
- Weak error analysis for semilinear stochastic Volterra equations with additive noise (Q5964430) (← links)