The numerical approximation of stochastic partial differential equations
type: Item
instance of: scholarly article
title: The numerical approximation of stochastic partial differential equations
zbMATH Open document ID: 1205.60130
published in: Milan Journal of Mathematics
publication date: 2011-02-19T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 5853571
zbMATH Keywords: stochastic partial differential equations
zbMATH Keywords: stochastic ordinary differential equations
zbMATH Keywords: stochastic Taylor expansions
zbMATH Keywords: higher order numerical schemes
zbMATH Keywords: strong convergence
zbMATH Keywords: pathwise convergence
author: Arnulf Jentzen
author: Peter E. Kloeden
describes a project that uses: RODAS
MaRDI profile type: Publication
full work available at URL: s00032-009-0100-0
OpenAlex ID: W1966375731
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The numerical approximation of stochastic partial differential equations (DOI)
DOI: 10.1007/S00032-009-0100-0