Splitting up method in the context of stochastic PDE
From MaRDI portal
[For the entire collection see Zbl 0754.00020.] This paper deals with the splitting up method for stochastic partial differential equations. The author discusses the main idea of splitting algorithm, which permits to separate the deterministic and stochastic part of the equation. Using the splitting up approximation, he gives a constructive proof of the existence of solution. Details of results will be published in SIAM. J. Control Optimization.
Recommendations
- On the splitting-up method and stochastic partial differential equations
- Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering
- Remarks on Nonlinear Stochastic Partial Differential Equations: An Application of the Splitting-Up Method
- Approximation of some stochastic differential equations by the splitting up method
- Approximation of backward stochastic partial differential equations by a splitting-up method
Cited in
(13)- Approximation of stochastic differential equations with modified fractional Brownian motion
- On the splitting-up method and stochastic partial differential equations
- A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise
- A splitting/polynomial chaos expansion approach for stochastic evolution equations
- Approximation of backward stochastic partial differential equations by a splitting-up method
- Splitting-up scheme for nonlinear stochastic hyperbolic equations
- A splitting method for stochastic goursat problem
- scientific article; zbMATH DE number 2034520 (Why is no real title available?)
- Remarks on Nonlinear Stochastic Partial Differential Equations: An Application of the Splitting-Up Method
- Splitting up method for the 2D stochastic Navier-Stokes equations
- On the splitting-up method for rough (partial) differential equations
- Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm
- On convergence of splitting-up algorithm for stochastic partial differential equations with jump
This page was built for publication: Splitting up method in the context of stochastic PDE
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4029010)
