An approximation of semigroups method for stochastic parabolic equations
DOI10.1155/2012/684248zbMath1259.65003OpenAlexW1989619363WikidataQ58695878 ScholiaQ58695878MaRDI QIDQ1938273
Allaberen Ashyralyev, Mehmet Emin San
Publication date: 4 February 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/684248
convergencenumerical examplesstochastic parabolic equationsnonlocal-boundary value problemsingle-step difference scheme
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Second-order parabolic equations (35K10)
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