A Lax equivalence theorem for stochastic differential equations

Journal of Computational and Applied Mathematics

Volumn 234, Issue 12, 2010, Pages 3387-3396

  Lang, Annika ^a  

^a UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

Consistency; Convergence; Lax equivalence theorem; Numerical approximation; Stability; Stochastic partial differential equations

Indexed keywords

ADDITIVE AND MULTIPLICATIVE NOISE; CONVERGENCE; CONVERGENCE IN MEAN SQUARE; EQUIVALENCE THEOREM; MEAN SQUARE; NUMERICAL APPROXIMATIONS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION;

COMPUTATIONAL FLUID DYNAMICS; DIFFERENTIATION (CALCULUS); MEASUREMENT THEORY; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS; THEOREM PROVING;

CONVERGENCE OF NUMERICAL METHODS;

EID: 77955281923     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2010.05.001     Document Type: Article

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