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Volumn 23, Issue 2, 2005, Pages 99-134

On discretization schemes for stochastic evolution equations

Author keywords

Coercivity; Finite elements; Monotone operators; Stochastic evolution equations

Indexed keywords


EID: 17144406851     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11118-004-5393-6     Document Type: Article
Times cited : (86)

References (12)
  • 1
    • 0010028630 scopus 로고
    • On stochastic equations with respect to semimartingales II. Ito formula in Banach spaces
    • Gyöngy, I. and Krylov, N.V.: 'On stochastic equations with respect to semimartingales II. Ito formula in Banach spaces', Stochastics 6 (1982), 153-173.
    • (1982) Stochastics , vol.6 , pp. 153-173
    • Gyöngy, I.1    Krylov, N.V.2
  • 2
    • 0020199364 scopus 로고
    • On stochastic equations with respect to semimartingales III
    • Gyöngy, I.: 'On stochastic equations with respect to semimartingales III', Stochastics 7 (1982), 231-254.
    • (1982) Stochastics , vol.7 , pp. 231-254
    • Gyöngy, I.1
  • 3
    • 0042078403 scopus 로고    scopus 로고
    • Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise II
    • Gyöngy, I.: 'Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise II', Potential Anal. 11 (1999), 1-37.
    • (1999) Potential Anal. , vol.11 , pp. 1-37
    • Gyöngy, I.1
  • 5
    • 0040208475 scopus 로고
    • Extremal properties of solutions of stochastic equations
    • Krylov, N.V.: 'Extremal properties of solutions of stochastic equations', Theory Probab. Appl. 29 (1984), 209-221.
    • (1984) Theory Probab. Appl. , vol.29 , pp. 209-221
    • Krylov, N.V.1
  • 6
    • 34250236571 scopus 로고
    • Stochastic evolution equations
    • Krylov, N.V. and Rosovskii, B.L.: 'Stochastic evolution equations', J. Soviet Math. 16 (1981), 1233-1277.
    • (1981) J. Soviet Math. , vol.16 , pp. 1233-1277
    • Krylov, N.V.1    Rosovskii, B.L.2
  • 9
    • 0018768309 scopus 로고
    • Stochastic partial differential equations and filtering of diffusion processes
    • Pardoux, E.: 'Stochastic partial differential equations and filtering of diffusion processes', Stochastics 3(2) (1979), 127-167.
    • (1979) Stochastics , vol.3 , Issue.2 , pp. 127-167
    • Pardoux, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.