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