S-ROCK methods for stiff Itô SDEs
type: Item
instance of: scholarly article
title: S-ROCK methods for stiff Itô SDEs
zbMATH Open document ID: 1162.60330
author: Assyr Abdulle
author: Tiejun Li
published in: Communications in Mathematical Sciences
publication date: 2009-04-14T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 65L20
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5542955
zbMATH Keywords: Stochastic heat equation
zbMATH Keywords: Gaussian noise
zbMATH Keywords: stochastic integral
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: spatial covariance function
MaRDI profile type: Publication
full work available at URL: cms.2008.v6.n4.a3
OpenAlex ID: W2045105195
DOI: 10.4310/CMS.2008.V6.N4.A3
description: scientific article; zbMATH DE number 5542955