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Solving parabolic stochastic partial differential equations via averaging over characteristics (2009)

First Author: Milstein G

Attributed to: NUMERICS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS OF PARABOLIC TYPE funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1090/s0025-5718-09-02250-9

Publication URI: http://dx.doi.org/10.1090/s0025-5718-09-02250-9

Type: Journal Article/Review

Parent Publication: Mathematics of Computation

Issue: 268