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.

引用

页码：287 / 307

页数：21

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