Pages that link to "Item:Q1755930"
From MaRDI portal
The following pages link to Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion (Q1755930):
Displaying 12 items.
- Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion (Q895913) (← links)
- Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise (Q2113639) (← links)
- Spectral collocation method for stochastic partial differential equations with fractional Brownian motion (Q2226294) (← links)
- Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations (Q2359763) (← links)
- Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise (Q5010088) (← links)
- A Unified Convergence Analysis for the Fractional Diffusion Equation Driven by Fractional Gaussian Noise with Hurst Index $H\in(0,1)$ (Q5088625) (← links)
- Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise (Q5093641) (← links)
- Time-Stepping Error Bound for a Stochastic Parabolic Volterra Equation Disturbed by Fractional Brownian Motions (Q5210336) (← links)
- (Q5479934) (← links)
- Asymptotic behaviour of time fractional stochastic delay evolution equations with tempered fractional noise (Q6066307) (← links)
- An inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion (Q6080356) (← links)
- Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion (Q6089601) (← links)
