Strong scheme for a stochastic Goursat problem.

DOI10.1016/S0096-3003(03)00237-6MaRDI QIDQ1427648zbMATH OpenFDO

Authors Shu-Shiang Huang, Yenkun Huang, Che-Yuan Tsai

Publication date 14 March 2004

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationsstrong scheme

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Theoretical approximation in context of PDEs (35A35) Stochastic integral equations (60H20)

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Cites work

• A splitting method for stochastic goursat problem
• An extension of stochastic integrals in the plane
• Approximation of the stochastic Navier-Stokes equation
• Existence of strong solutions for stochastic differential equations in the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• On the approximation of stochastic partial differential equations i
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Time-discretised Galerkin approximations of parabolic stochastic PDE's
• Weak martingales and stochastic integrals in the plane

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