Finite Element Methods for Parabolic Stochastic PDE?s
Author:
Publisher
Springer Science and Business Media LLC
Subject
Analysis
Link
http://link.springer.com/content/pdf/10.1007/s11118-004-2950-y.pdf
Reference6 articles.
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3. Gyöngy, I. and Nualart, D.: ?Implicit schemes for quasi-linear parabolic partial differential equations perturbed by space-time white noise?, Stochastic Process. Appl. 58 (1995), 57?72.
4. Gyöngy, I. and Nualart, D.: ?Implicit schemes for quasi-linear parabolic partial differential equations driven by space-time white noise?, Potential Anal. 7 (1997), 725?757.
5. Luskin, M. and Rannacher, R.: ?On the smoothing property of the Galerkin method for parabolic equations?, SIAM J. Numer. Anal. 19 (1982), 93?113.
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