Lattice Approximations of Semilinear Stochastic Elliptic Equations with Reflection

DOI10.16205/J.CNKI.CAMA.2019.0022zbMath1463.65004arXiv1807.11777MaRDI QIDQ5209168

Jun Dai, Jing Zhang

Publication date: 22 January 2020

Full work available at URL: https://arxiv.org/abs/1807.11777

zbMATH Keywords

stochastic partial differential equationswhite noiseobstacle problemlattice approximation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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