-
1
-
-
0037606706
-
Finite element and difference approximation of some linear stochastic partial differential equations
-
E. J. ALLEN, S. J. NOVOSEL, AND Z. ZHANG, Finite element and difference approximation of some linear stochastic partial differential equations, Stochastics Stochastics Rep., 64 (1998), pp. 117-142.
-
(1998)
Stochastics Stochastics Rep.
, vol.64
, pp. 117-142
-
-
Allen, E.J.1
Novosel, S.J.2
Zhang, Z.3
-
2
-
-
0002236253
-
Convergence rates for finite element approximations of stochastic partial differential equations
-
F. E. BENTH AND J. GJERDE, Convergence rates for finite element approximations of stochastic partial differential equations, Stochastics Stochastics Rep., 63 (1998), pp. 313-326.
-
(1998)
Stochastics Stochastics Rep.
, vol.63
, pp. 313-326
-
-
Benth, F.E.1
Gjerde, J.2
-
3
-
-
0036556593
-
Error estimates for semidiscrete finite element approximations of linear and semilinear parabolic equations under minimal regularity assumptions
-
K. CHRYSAFINOS AND L. S. HOU, Error estimates for semidiscrete finite element approximations of linear and semilinear parabolic equations under minimal regularity assumptions, SIAM J. Numer. Anal., 40 (2002), pp. 282-306.
-
(2002)
SIAM J. Numer. Anal.
, vol.40
, pp. 282-306
-
-
Chrysafinos, K.1
Hou, L.S.2
-
4
-
-
33746054475
-
Ito's lemma in infinite dimensions
-
R. F. CURTAIN AND P. L. FALB, Ito's lemma in infinite dimensions, J. Math. Anal. Appl., 31 (1970), pp. 434-448.
-
(1970)
J. Math. Anal. Appl.
, vol.31
, pp. 434-448
-
-
Curtain, R.F.1
Falb, P.L.2
-
5
-
-
0007090390
-
Stochastic differential equations in Hilbert space
-
R. F. CURTAIN AND P. L. FALB, Stochastic differential equations in Hilbert space, J. Differential Equations, 10 (1971), pp. 412-430.
-
(1971)
J. Differential Equations
, vol.10
, pp. 412-430
-
-
Curtain, R.F.1
Falb, P.L.2
-
6
-
-
0038620954
-
Some results on linear stochastic evolution equations in Hilbert spaces by the semigroups method
-
G. DA PRATO, Some results on linear stochastic evolution equations in Hilbert spaces by the semigroups method, Stochastic Anal. Appl., 1 (1983), pp. 57-88.
-
(1983)
Stochastic Anal. Appl.
, vol.1
, pp. 57-88
-
-
Da Prato, G.1
-
9
-
-
0035605884
-
Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
-
A. M. DAVIE AND J. G. GAINES, Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations, Math. Comp., 70 (2001), pp. 121-134.
-
(2001)
Math. Comp.
, vol.70
, pp. 121-134
-
-
Davie, A.M.1
Gaines, J.G.2
-
10
-
-
49649130338
-
Stochastic evolution equations
-
D. A. DAWSON, Stochastic evolution equations, Math. Biosci., 15 (1972), pp. 287-316.
-
(1972)
Math. Biosci.
, vol.15
, pp. 287-316
-
-
Dawson, D.A.1
-
11
-
-
0038620976
-
Numerical approximation of some linear stochastic partial differential equations driven by special additive noises
-
Q. Du AND T. ZHANG, Numerical approximation of some linear stochastic partial differential equations driven by special additive noises, SIAM J. Numer. Anal., 40 (2002), pp. 1421-1445.
-
(2002)
SIAM J. Numer. Anal.
, vol.40
, pp. 1421-1445
-
-
Du, Q.1
Zhang, T.2
-
12
-
-
0001232993
-
Regularity of solutions of a second order Hamilton-Jacobi equation and application to a control problem
-
F. GOZZI, Regularity of solutions of a second order Hamilton-Jacobi equation and application to a control problem, Comm. Partial Differential Equations, 20 (1995), pp. 775-826.
-
(1995)
Comm. Partial Differential Equations
, vol.20
, pp. 775-826
-
-
Gozzi, F.1
-
13
-
-
0003027298
-
Time-discretised Galerkin approximations of parabolic stochastic PDEs
-
W. GRECKSCH AND P. E. KLOEDEN, Time-discretised Galerkin approximations of parabolic stochastic PDEs, Bull. Austral. Math. Soc., 54 (1996), pp. 79-85.
-
(1996)
Bull. Austral. Math. Soc.
, vol.54
, pp. 79-85
-
-
Grecksch, W.1
Kloeden, P.E.2
-
14
-
-
0041725493
-
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise
-
I. GYÖNGY, Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I, Potential Anal., 9 (1998), pp. 1-25.
-
(1998)
I, Potential Anal.
, vol.9
, pp. 1-25
-
-
Gyöngy, I.1
-
15
-
-
0042078403
-
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise
-
I. GYÖNGY, Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II, Potential Anal., 11 (1999), pp. 1-37.
-
(1999)
II, Potential Anal.
, vol.11
, pp. 1-37
-
-
Gyöngy, I.1
-
16
-
-
0042732714
-
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise
-
I. GYÖNGY AND D. NUALART, Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise, Potential Anal., 7 (1997), pp. 725-757.
-
(1997)
Potential Anal.
, vol.7
, pp. 725-757
-
-
Gyöngy, I.1
Nualart, D.2
-
17
-
-
0037107474
-
Numerical analysis of semilinear stochastic evolution equations in Banach spaces
-
E. HAUSENBLAS, Numerical analysis of semilinear stochastic evolution equations in Banach spaces, J. Comput. Appl. Math., 147 (2002), pp. 485-516.
-
(2002)
J. Comput. Appl. Math.
, vol.147
, pp. 485-516
-
-
Hausenblas, E.1
-
18
-
-
0037209607
-
Approximation for semilinear stochastic evolution equation
-
E. HAUSENBLAS, Approximation for semilinear stochastic evolution equation, Potential Anal., 18 (2003), pp. 141-186.
-
(2003)
Potential Anal.
, vol.18
, pp. 141-186
-
-
Hausenblas, E.1
-
19
-
-
0012150629
-
Linear-implicit strong schemes for Itô-galerkin approximations of stochastic PDEs
-
P. E. KLOEDEN AND S. SHOTT, Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs, J. Appl. Math. Stochastic Anal., 14 (2001), pp. 47-53.
-
(2001)
J. Appl. Math. Stochastic Anal.
, vol.14
, pp. 47-53
-
-
Kloeden, P.E.1
Shott, S.2
-
20
-
-
7444266847
-
A numerical scheme for stochastic PDEs with Gevrey regularity
-
G. J. LORD AND J. ROUGEMONT, A numerical scheme for stochastic PDEs with Gevrey regularity, IMA J. Numer. Anal., 24 (2004), pp. 587-604.
-
(2004)
IMA J. Numer. Anal.
, vol.24
, pp. 587-604
-
-
Lord, G.J.1
Rougemont, J.2
-
21
-
-
33747175750
-
Non-uniform time discretization and lower bounds for approximation of stochastic heat equations
-
to appear
-
T. MÜLLER-GRONBACH AND K. RITTER, Non-uniform time discretization and lower bounds for approximation of stochastic heat equations, Found. Comput. Math., (2005), to appear.
-
(2005)
Found. Comput. Math.
-
-
Müller-Gronbach, T.1
Ritter, K.2
-
23
-
-
0031574567
-
Stochastic evolution equations with a spatially homogeneous Wiener process
-
S. PESZAT AND J. ZABCZYK, Stochastic evolution equations with a spatially homogeneous Wiener process, Stochastic Process. Appl., 72 (1997), pp. 187-204.
-
(1997)
Stochastic Process. Appl.
, vol.72
, pp. 187-204
-
-
Peszat, S.1
Zabczyk, J.2
-
24
-
-
0035565493
-
On the discretization in time of parabolic stochastic partial differential equations
-
J. PRINTEMS, On the discretization in time of parabolic stochastic partial differential equations, M2AN Math. Model. Numer. Anal., 35 (2001), pp. 1055-1078.
-
(2001)
M2AN Math. Model. Numer. Anal.
, vol.35
, pp. 1055-1078
-
-
Printems, J.1
-
25
-
-
0032676044
-
Numerical methods for stochastic parabolic PDEs
-
T. SHARDLOW, Numerical methods for stochastic parabolic PDEs, Numer. Funct. Anal. Optim., 20 (1999), pp. 121-145.
-
(1999)
Numer. Funct. Anal. Optim.
, vol.20
, pp. 121-145
-
-
Shardlow, T.1
-
26
-
-
0001695481
-
Solving Wick-stochastic boundary value problems using a finite element method
-
T. G. THETING, Solving Wick-stochastic boundary value problems using a finite element method, Stochastics Stochastics Rep., 70 (2000), pp. 241-270.
-
(2000)
Stochastics Stochastics Rep.
, vol.70
, pp. 241-270
-
-
Theting, T.G.1
-
27
-
-
33947618919
-
Solving parabolic Wick-stochastic boundary value problems using a finite element method
-
T. G. THETING, Solving parabolic Wick-stochastic boundary value problems using a finite element method, Stochastics Stochastics Rep., 75 (2003), pp. 49-77.
-
(2003)
Stochastics Stochastics Rep.
, vol.75
, pp. 49-77
-
-
Theting, T.G.1
-
29
-
-
0000659593
-
An introduction to stochastic partial differential equations
-
École d'été de probabilités de Saint-Flour. XIV-1984, Springer-Verlag, Berlin
-
J. B. WALSH, An introduction to stochastic partial differential equations, in École d'été de probabilités de Saint-Flour. XIV-1984, Lecture Notes in Math. 1180, Springer-Verlag, Berlin, 1986, pp. 265-439.
-
(1986)
Lecture Notes in Math.
, vol.1180
, pp. 265-439
-
-
Walsh, J.B.1
-
30
-
-
18244393447
-
Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
-
Y. YAN, Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise, BIT, 44 (2004), pp. 829-847.
-
(2004)
BIT
, vol.44
, pp. 829-847
-
-
Yan, Y.1
-
31
-
-
18244398863
-
-
Ph.D. thesis, Department of Mathematics, Chalmers University of Technology and Göteborg University, Göteborg, Sweden
-
Y. YAN, Error Analysis and Smoothing Properties of Discretized Deterministic and Stochastic Parabolic Problems, Ph.D. thesis, Department of Mathematics, Chalmers University of Technology and Göteborg University, Göteborg, Sweden, 2003.
-
(2003)
Error Analysis and Smoothing Properties of Discretized Deterministic and Stochastic Parabolic Problems
-
-
Yan, Y.1
|