Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
type: Item
instance of: scholarly article
title: Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
zbMATH Open document ID: 0944.60074
DOI: 10.1023/A:1008699504438
author: István Gyöngy
published in: Potential Analysis
publication date: 2000-09-18T00:00:00Z
review text: [For part I see ibid. 9, No. 1, 1-25 (1998; Zbl 0915.60069).] The paper approximates quasi-linear parabolic stochastic differential equations by substituting derivatives with finite difference approximations. Implicit and explicit methods are studied. Strong convergence is shown. When Lipschitz continuity is not given, then convergence in probability is still obtained.
reviewed by: Eckhard Platen
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R30
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 1333235
zbMATH Keywords: stochastic partial differential equations
zbMATH Keywords: strong convergence
zbMATH Keywords: finite difference approximations
zbMATH Keywords: Lipschitz continuity
MaRDI profile type: Publication
full work available at URL: a:1008699504438
OpenAlex ID: W1584311562
description: scientific article; zbMATH DE number 1333235