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Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity - MaRDI portal

Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity (Q2010731)

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scientific article; zbMATH DE number 7137875
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Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity
scientific article; zbMATH DE number 7137875

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    Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity (English)
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    27 November 2019
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    parabolic stochastic partial differential equations
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    non-global Lipschitz condition
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    pathwise convergence
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