A combination of finite difference and Wong-Zakai methods for hyperbolic stochastic partial differential equations

Stochastic Analysis and Applications

Volumn 24, Issue 1, 2006, Pages 221-240

  Roth, Christian ^a  

^a MARTIN LUTHER UNIVERSITY HALLE WITTENBERG   (Germany)

Author keywords

Consistency and stability; Convergence in probability; Stochastic partial differential equations of It type; Wong Zakai approximation

Indexed keywords

EID: 30444440733     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362990500397764     Document Type: Article

References (12)

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