Items for "Stochastic partial differential equations of It type"

Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation

The present article focuses on the use of difference methods in order to approximate the solutions of stochastic partial differential equations of Itô type, in particular hyperbolic equations...

Keywords: Stochastic partial differential equations of It type, difference methods, convergence, consistency and stability, Lax-Richtmyer