Implicit Scheme for Stochastic Parabolic Partial Differential Equations Driven by Space-Time White Noise

Potential Analysis

Volumn 7, Issue 4, 1997, Pages 725-757

  Gyöngy, István ^a   Nualart, David ^b  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Implicit approximation; Space time white noise; Stochastic partial differential equations

Indexed keywords

EID: 0042732714     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1017998901460     Document Type: Article

References (21)

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