A lattice scheme for stochastic partial differential equations of elliptic type in dimension d ≥ 4

Applied Mathematics and Optimization

Volumn 54, Issue 3, 2006, Pages 343-368

  Martínez, Teresa ^a   Sanz Solé, Marta ^b  

^a UNIVERSIDAD AUTÓNOMA DE MADRID   (Spain)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Coloured noise; Numerical approximations; Stochastic partial differential equations

Indexed keywords

ACOUSTIC NOISE; APPROXIMATION THEORY; BOUNDARY VALUE PROBLEMS; PARTIAL DIFFERENTIAL EQUATIONS;

COLOURED NOISE; NUMERICAL APPROXIMATIONS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS;

RANDOM PROCESSES;

EID: 33750304037     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-006-0874-1     Document Type: Article

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