Method of lines for parabolic stochastic functional partial differential equations

• Autorzy: Ziemlańska M.

Identyfikatory

DOI

http://dx.doi.org/10.7494/OpMath.2014.34.2.443

• Języki publikacji: EN

Abstrakty

EN

We approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.

Słowa kluczowe

EN

stochastic partial differential equations; stability of method of lines; white noise; Volterra stochastic equations

• Wydawca: AGH University of Science and Technology Press
• Czasopismo: Opuscula Mathematica
• Rocznik: 2014
• Tom: Vol. 34, no. 2
• Strony: 443--456
• Opis fizyczny: Bibliogr. 24 poz.

Twórcy

autor

Ziemlańska M.

• University of Gdansk Institute of Mathematics Wit Stwosz Street 57, 80-952 Gdansk

Bibliografia

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