METHOD OF LINES FOR PARABOLIC STOCHASTIC FUNCTIONAL PARTIAL DIFFERENTIAL EQUATIONS

被引：0

作者：

Ziemlanska, Maria ^{[1
]}

机构：

[1] Univ Gdansk, Inst Math, Wit Stwosz St 57, PL-80952 Gdansk, Poland

来源：

OPUSCULA MATHEMATICA | 2014年 / 34卷 / 02期

关键词：

stochastic partial differential equations; stability of the method of lines; white noise; Volterra stochastic equations;

D O I：

10.7494/OpMath.2014.34.2.443

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.

引用

页码：443 / 456

页数：14

共 24 条

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