A lattice scheme for stochastic partial differential equations of elliptic type in dimension $d\ge 4$

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dc.creatorMartínez, Teresa
dc.creatorSanz-Solé, Marta
dc.date2005-08-18
dc.date.accessioned2026-07-07T05:22:28Z
dc.date.available2026-07-07T05:22:28Z
dc.descriptionWe study a stochastic boundary value problem on $(0,1)^d$ of elliptic type in dimension $d\ge 4$, driven by a coloured noise. An approximation scheme based on a suitable discretization of the Laplacian on a lattice of $(0,1)^d$ is presented; we also give the rate of convergence to the original SPDE in $L^p(Ω;L^{2}(D))$--norm, for some values of $p$.
dc.description27 pages
dc.identifierhttps://arxiv.org/abs/math/0508339
dc.identifierhttp://arxiv.org/abs/math/0508339
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/76069
dc.subjectProbability
dc.subjectAnalysis of PDEs
dc.subject60H15, 60H35, 35J05
dc.titleA lattice scheme for stochastic partial differential equations of elliptic type in dimension $d\ge 4$
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