The Roughness and Smoothness of Numerical Solutions to the Stochastic Heat Equation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Analysis
Link
http://link.springer.com/content/pdf/10.1007/s11118-011-9257-6.pdf
Reference10 articles.
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4. Pospisil, J., Tribe, R.: Exact variations for stochastic heat equations driven by space-time white noise. Stoch. Anal. Appl. 25, 593–611 (2007)
5. Shardlow, T.: Numerical methods for stochastic parabolic PDEs. Numer. Funct. Anal. Optim. 20, 121–145 (1999)
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