\(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application
DOI10.1016/j.jmaa.2020.123870zbMath1441.60050OpenAlexW2999068677WikidataQ126344557 ScholiaQ126344557MaRDI QIDQ2304327
Publication date: 9 March 2020
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.123870
convergence rate\(L^2\)-regularitybackward stochastic heat equationstime-discretized Galerkin approximation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (3)
Cites Work
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