Overcoming the Order Barrier in the Numerical Approximation...

Proceedings Mathematical Physical & Engineering Sciences 2009 / 02 Vol. 465; Iss. 2102

Overcoming the Order Barrier in the Numerical Approximation of Stochastic Partial Differential Equations with Additive Space-Time Noise

Arnulf Jentzen and Peter E. Kloeden
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Volume:
465
Language:
english
Journal:
Proceedings: Mathematical, Physical and Engineering Sciences
DOI:
10.2307/30243317
Date:
February, 2009
File:
PDF, 1.16 MB
english, 2009
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