A splitting method for stochastic goursat problem

DOI10.1080/07362999908809603zbMath0931.60051OpenAlexW1990562460MaRDI QIDQ4248564

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Publication date: 29 September 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809603

zbMATH Keywords

splitting methodstochastic Goursat problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Euler Scheme for a Stochastic Goursat Problem ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Strong scheme for a stochastic Goursat problem. ⋮ Convergence for a Splitting-Up Scheme for the 3D Stochastic Navier-Stokes-α Model ⋮ Stochastic adsorption--desorption problem for mass-spring systems in the nanotechnology ⋮ Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales ⋮ Splitting-up scheme for nonlinear stochastic hyperbolic equations

Cites Work

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• Approximation of the Zakaï Equation by the Splitting up Method
• On the approximation of stochastic partial differential equations i
• Time-discretised Galerkin approximations of parabolic stochastic PDE's

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