Approximation of stochastic parabolic differential equations with two different finite difference schemes (Q1758739)

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scientific article; zbMATH DE number 6108048
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Approximation of stochastic parabolic differential equations with two different finite difference schemes
scientific article; zbMATH DE number 6108048

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    Approximation of stochastic parabolic differential equations with two different finite difference schemes (English)
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    16 November 2012
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    stochastic partial differential equations
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    finite difference methods
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    Saul'yev methods
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    convergence
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    stability
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    Wiener process
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