Simulation of stochastic partial differential equations using finite element methods
Author:
Affiliation:
1. a Centre of Mathematics for Applications, University of Oslo , P.O. Box 1053, Blindern , N-0316 , Oslo , Norway
2. b Fakultät Für Mathematik und Informatik , Universität Mannheim , D-68131 , Mannheim , Germany
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2010.523466
Reference33 articles.
1. Stochastic Modelling and Applied Probability 57;Asmussen S.R.,2007
2. A. Barth and F.E. Benth, Forward dynamics in energy markets – an infinite dimensional framework (2010), submitted
3. A. Barth and A. Lang, Almost sure convergence of a Galerkin–Milstein approximation for stochastic partial differential equations (2009), submitted
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