Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
type: Item
instance of: scholarly article
title: Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
zbMATH Open document ID: 0832.60068
DOI: 10.1016/0304-4149(95)00010-5
author: István Gyöngy
author: David Nualart
published in: Stochastic Processes and their Applications
publication date: 1996-02-20T00:00:00Z
review text: This paper presents an implicit method for approximating the solution of an initial-boundary value problem for the stochastic nonhomogeneous heat equation and then gives a proof that under certain conditions the approximate solutions generated by the method converge in probability to the actual solution.
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 803377
zbMATH Keywords: convergence in probability
zbMATH Keywords: approximating the solution of an initial- boundary value problem
zbMATH Keywords: stochastic nonhomogeneous heat equation
reviewed by: Melvin D. Lax
MaRDI profile type: Publication
full work available at URL: 0304-4149(95)00010-5
OpenAlex ID: W2005553016
cites work: On stochastic equations with respect to semimartingales I.†
cites work: On quasi-linear stochastic partial differential equations
cites work: Q3747436
Wikidata QID: Q127957488
description: scientific article; zbMATH DE number 803377