Weak order for the discretization of the stochastic heat equation

Mathematics of Computation

Volumn 78, Issue 266, 2009, Pages 845-863

  Debussche, Arnaud ^a   Printems, Jacques ^b  

^a UNIVERSITÉ PARIS SACLAY   (France)

^b UNIVERSITÉ PARIS EST CRÉTEIL   (France)

Author keywords

Euler scheme; Finite element; Stochastic heat equation; Weak order

Indexed keywords

EID: 63049115899     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0025-5718-08-02184-4     Document Type: Article

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