Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs

来源 :美国计算数学期刊(英文) | 被引量 : 0次 | 上传用户:szneptune
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Stochastic partial differential equations (SPDEs) describe the dynamics of stochastic processes depending on space-time continuum. These equations have been widely used to model many applications in engineering and mathematical sciences. In this paper we
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