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A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations - MaRDI portal

A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations (Q3375545)

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A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations
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    A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations (English)
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    14 March 2006
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    consistency and stability
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    convergence in probability
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    stochastic partial differential equations of Itô type
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    Wong-Zakai approximation
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