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Volumn 9, Issue 1, 1998, Pages 1-25

Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations Driven by Space-Time White Noise I

Author keywords

Lattice approximations; Space time white noise; Stochastic partial differential equations

Indexed keywords


EID: 0041725493     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008615012377     Document Type: Article
Times cited : (150)

References (16)
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    • Fritz, J.1    Rüdiger, B.2
  • 4
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    • (1983) Nagoya Math. Journal , vol.89 , pp. 129-193
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  • 5
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    • Gyöngy, I.1
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    • Existence of strong solutions for Itô's stochastic equations via approximations
    • to appear in
    • Gyöngy, I. and Krylov, N.V.: 'Existence of strong solutions for Itô's stochastic equations via approximations', to appear in Probability Theory and Related Fields.
    • Probability Theory and Related Fields
    • Gyöngy, I.1    Krylov, N.V.2
  • 7
    • 0002473786 scopus 로고
    • On stochastic equations with respect to semimartingales I
    • Gyöngy, I. and Krylov, N.V.: 'On stochastic equations with respect to semimartingales I', Stochastics 4 (1980), 1-21.
    • (1980) Stochastics , vol.4 , pp. 1-21
    • Gyöngy, I.1    Krylov, N.V.2
  • 8
    • 0042732714 scopus 로고    scopus 로고
    • Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise
    • Gyöngy, I. and Nualart, D.: 'Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise', Potential Analysis 7 (1997), 725-757.
    • (1997) Potential Analysis , vol.7 , pp. 725-757
    • Gyöngy, I.1    Nualart, D.2
  • 10
    • 21144470612 scopus 로고
    • On quasi-linear stochastic partial differential equations
    • Gyöngy, I. and Pardoux, E.: 'On quasi-linear stochastic partial differential equations', Probability Theory and Related Fields 94 (1993), 413-425.
    • (1993) Probability Theory and Related Fields , vol.94 , pp. 413-425
    • Gyöngy, I.1    Pardoux, E.2
  • 12
    • 0011458637 scopus 로고
    • Lattice approximation of a nonlinear stochastic partial differential equation with white noise
    • Birkhäuser Verlag, Basel
    • Jetschke, G.: 'Lattice approximation of a nonlinear stochastic partial differential equation with white noise', in: International Series of Numerical Mathematics 102, 107-126, Birkhäuser Verlag, Basel, 1991.
    • (1991) International Series of Numerical Mathematics , vol.102 , pp. 107-126
    • Jetschke, G.1
  • 13
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    • On stochastic integral of Itô
    • Krylov, N.V.: 'On stochastic integral of Itô', Theor. Probability Appl. 14 (1969), 330-336.
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  • 16
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    • Walsh, J.B.: 'An introduction to stochastic partial differential equations', in: Hennequin, P.L. (ed.), École d'été de Probabilités de St. Flour XIV, Lect. Notes Math. 1180, 265-437, Springer, Berlin, Heidelberg, New York, 1986.
    • (1986) Lect. Notes Math. , vol.1180 , pp. 265-437
    • Walsh, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.