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Volumn 11, Issue 1, 1999, Pages 1-37

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

Author keywords

Finite difference approximations; Stochastic partial differential equations

Indexed keywords


EID: 0042078403     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008699504438     Document Type: Article
Times cited : (173)

References (11)
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  • 2
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    • Funaki, T.: 'Random motion of strings and related evolution equations', Nagoya Math. Journal 89 (1983), 129-193.
    • (1983) Nagoya Math. Journal , vol.89 , pp. 129-193
    • Funaki, T.1
  • 3
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    • On non-degenerate quasi-linear stochastic partial differential equations
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    • (1995) Potential Analysis , vol.4 , pp. 157-171
    • Gyöngy, I.1
  • 5
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    • 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
  • 6
    • 4244153522 scopus 로고
    • Implicit scheme for quasilinear parabolic partial differential equations perturbed by space-time white noise
    • Gyöngy, I. and Nualart, D.: 'Implicit scheme for quasilinear parabolic partial differential equations perturbed by space-time white noise', Stochastic Processes and their Applications 58 (1995), 57-72.
    • (1995) Stochastic Processes and Their Applications , vol.58 , pp. 57-72
    • Gyöngy, I.1    Nualart, D.2
  • 7
    • 0042732714 scopus 로고    scopus 로고
    • Implicit scheme for quasi-linear stochastic partial differential equations driven by space-time white noise
    • Gyöngy, I. and Nualart, D.: 'Implicit scheme for quasi-linear stochastic 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
  • 8
    • 0041725493 scopus 로고    scopus 로고
    • Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise I
    • Gyöngy, I.: 'Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise I', Potential Analysis 9 (1998), 1-25.
    • (1998) Potential Analysis , vol.9 , pp. 1-25
    • Gyöngy, I.1
  • 9
    • 0030528986 scopus 로고    scopus 로고
    • p-theory of stochastic partial differential equations in the whole space
    • p-theory of stochastic partial differential equations in the whole space', SIAM J. Math. Anal. 27 (1996) 313-340.
    • (1996) SIAM J. Math. Anal. , vol.27 , pp. 313-340
    • Krylov, N.V.1
  • 10
    • 0042218147 scopus 로고
    • Existence, uniqueness and continuity of a solution of a reaction-diffusion equation with polynomial nonlinearity and white noise disturbance
    • Manthey, R.: 'Existence, uniqueness and continuity of a solution of a reaction-diffusion equation with polynomial nonlinearity and white noise disturbance', Mathematische Nachrichten 125 (1986), 121-133.
    • (1986) Mathematische Nachrichten , vol.125 , pp. 121-133
    • Manthey, R.1
  • 11
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    • An introduction to stochastic partial differential equations
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    • Walsh, J. B.: An introduction to stochastic partial differential equations, in: P. L. Hennequin (ed.), École d'Été de Probabilités de St. Flour XIV, Lecture Notes in Mathematics 1180, Springer, Berlin, 1986, pp. 256-437.
    • (1986) Lecture Notes in Mathematics , vol.1180 , pp. 256-437
    • Walsh, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.