Strong scheme for a stochastic Goursat problem.
type: Item
instance of: scholarly article
title: Strong scheme for a stochastic Goursat problem.
zbMATH Open document ID: 1041.60052
DOI: 10.1016/S0096-3003(03)00237-6
author: Shu-Shiang Huang
author: Yenkun Huang
author: Che-Yuan Tsai
published in: Applied Mathematics and Computation
publication date: 2004-03-14T00:00:00Z
review text: The authors construct a strong scheme for a stochastic Goursat problem and prove the mean-square convergence to its solution for the approximation generated by the strong scheme. Moreover, they obtain the rate of convergence for the strong scheme.
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 35A35
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 2055861
zbMATH Keywords: strong scheme
zbMATH Keywords: stochastic partial differential equations
reviewed by: Stanisław Wedrychowicz
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2055861