The pathwise numerical approximation of stationary solutions of semilinear stochastic evolution equations

Applied Mathematics and Optimization

Volumn 54, Issue 3, 2006, Pages 401-415

  Caraballo, T ^a   Kloeden, P E ^b  

^a UNIVERSITY OF SEVILLE   (Spain)

^b GOETHE UNIVERSITY   (Germany)

Author keywords

Galerkin approximations; Implicit Euler scheme; Ornstein Uhlenbeck solution; Random partial and ordinary differential equations; Stationary solutions; Stochastic partial differential equations

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; PARTIAL DIFFERENTIAL EQUATIONS; RANDOM PROCESSES;

GALERKIN APPROXIMATIONS; IMPLICIT EULER SCHEME; ORNSTEIN-UHLENBECK SOLUTION; RANDOM PARTIAL AND ORDINARY DIFFERENTIAL EQUATIONS; STATIONARY SOLUTIONS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS;

APPROXIMATION THEORY;

EID: 33750307329     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-006-0876-z     Document Type: Article

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