Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise

Author:

Gyöngy István,Nualart David

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference3 articles.

1. On Stochastic equations with respect to semimartingales;Gyöngy;Stochastics,1980

2. On quasi-linear stochastic partial differential equations;Gyöngy;Probab. Theory Related Fields,1993

3. An introduction to stochastic partial differential equations;Walsh,1986

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