Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
DOI10.1016/j.spa.2020.02.008OpenAlexW3008815909MaRDI QIDQ2186657
Jean Daniel Mukam, Antoine Tambue
Publication date: 9 June 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.00423
strong convergencefinite element methodstochastic partial differential equationsmultiplicative \& additive noiseRosenbrock-type scheme
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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