On implicit and explicit discretization schemes for parabolic SPDEs in any dimension

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dc.creatorMillet, Annie
dc.creatorMorien, Pierre-Luc
dc.date2006-11-03
dc.date.accessioned2026-07-07T07:32:29Z
dc.date.available2026-07-07T07:32:29Z
dc.descriptionWe study the speed of convergence of the explicit and implicit space-time discretization schemes of the solution $u(t,x)$ to a parabolic partial differential equation in any dimension perturbed by a space-correlated Gaussian noise. The coefficients only depend on $u(t,x)$ and the influence of the correlation on the speed is observed.
dc.identifierhttps://arxiv.org/abs/math/0611073
dc.identifierhttp://arxiv.org/abs/math/0611073
dc.identifierStochastic Processes and their Applications 115 (07/2005) 1073-1106
dc.identifierdoi:10.1016/j.spa.2005.02.004
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/119130
dc.subjectProbability
dc.subject60H15 65C30 35R60 65M06
dc.titleOn implicit and explicit discretization schemes for parabolic SPDEs in any dimension
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