On implicit and explicit discretization schemes for parabolic SPDEs in any dimension-Reference-Cited by-同舟云学术

On implicit and explicit discretization schemes for parabolic SPDEs in any dimension

Published:2005-07 Issue:7 Volume:115 Page:1073-1106
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Millet Annie,Morien Pierre-Luc

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference18 articles.

1. C. Cardon-Weber, Implicit approximation scheme for the Cahn–Hilliard stochastic equation, Prépublication 613 du Laboratoire de Probabilités et Modèles Aléatoires, 2000.

2. C. Cardon-Weber, Cahn–Hilliard equation: existence of the solution and of its density, Bernoulli (2001) 777–816.

3. On strongly Petrovskiı˘'s parabolic SPDEs in arbitrary dimension;Cardon-Weber;J. Theoret. Probab.,2004

4. Extending martingale measure stochastic integral with applications to spatially homogeneous S.P.D.E.’S;Dalang;Electron. J. Probab.,1999

5. Numerical simulations for the stochastic Korteweg-de-Vries equation;Debussche;Physica D,1999

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