Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients

Potential Analysis

Volumn 31, Issue 4, 2009, Pages 375-404

  Jentzen, Arnulf ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Global Lipschitz; Higher order approximation; Parabolic stochastic partial differential equation; Pathwise approximation; Strong error criteria

Indexed keywords

EID: 70350393847     PISSN: 09262601     EISSN: 1572929X     Source Type: Journal    
DOI: 10.1007/s11118-009-9139-3     Document Type: Article

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