Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces-Reference-Cited by-同舟云学术

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Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces

Published:2018-12 Issue: Volume:343 Page:250-274
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Bessaih Hakima,Hausenblas Erika^ORCID,Randrianasolo Tsiry Avisoa^ORCID,Razafimandimby Paul André

Funder

NSF, United States

Austrian Science Fund (FWF), Austria

German Research Council, Germany

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference42 articles.

1. Stochastic Partial Differential Equations;Chow,2007

2. M. Hairer, An introduction to stochastic PDEs. 2009. arXiv preprint arXiv:0907.4178.

3. Stochastic evolution equations;Krylov;J. Sov. Math.,1981

4. A Concise Course on Stochastic Partial Differential Equations;Prévôt,2007

5. Continuous Martingales and Brownian Motion;Revuz,1994

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4. NEWTON S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES;Mathematika;2019-01

5. Strong $L^2$ convergence of time numerical schemes for the stochastic two-dimensional Navier–Stokes equations;IMA Journal of Numerical Analysis;2018-09-07

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