Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients (Q5741665)
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scientific article; zbMATH DE number 6607629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients |
scientific article; zbMATH DE number 6607629 |
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Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients (English)
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29 July 2016
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stochastic partial differential equations
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colored noise
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spectral Galerkin approximation
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time discretization
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pathwise approximation
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