Fractional step method for stochastic evolution equations

Stochastic Processes and their Applications

Volumn 73, Issue 1, 1998, Pages 1-45

  Goncharuk, Nataliya Yu ^a,b   Kotelenez, Peter ^a  

^a CASE WESTERN RESERVE UNIVERSITY   (United States)

^b NATIONAL TECHNICAL UNIVERSITY OF UKRAINE   (Ukraine)

Author keywords

Fractional step method; Numerical solution; Positivity and comparison theorems; Stochastic partial differential equation

Indexed keywords

EID: 0032517972     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00079-3     Document Type: Article

References (24)

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