Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation

Monte Carlo Methods and Applications

Volumn 13, Issue 2, 2007, Pages 117-133

  Roth, Christian ^a  

^a MARTIN LUTHER UNIVERSITY HALLE WITTENBERG   (Germany)

Author keywords

Convergence, consistency and stability; Difference methods; Lax Richtmyer; Stochastic partial differential equations of It ; Type

Indexed keywords

EID: 71149106146     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/MCMA.2007.007     Document Type: Article

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