Approximations of stochastic partial differential equations

被引：0
作者：
Gyöngy, I [1 ]
机构：
[1] Univ Edinburgh, Dept Math & Stat, Edinburgh EH9 3JZ, Midlothian, Scotland
来源：
STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND APPLICATIONS | 2002年 / 227卷
关键词：
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We review some results on numerical approximations of parabolic SPDEs, obtained with various methods, in particular, with the splitting up method.
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页码：287 / 307
页数：21
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