Newton’s method for first-order stochastic functional partial differential equations

• Autorzy: Wrzosek M.

Identyfikatory

DOI

10.14708/cm.v54i1.761

• Języki publikacji: EN

Abstrakty

EN

We apply Newton’s method to hyperbolic stochastic functional partial differential equations of the first order driven by a multidimensional Brownian motion. We prove a first-order convergence and a second-order convergence in a probabilistic sense.

Słowa kluczowe

EN

partial differential equations; stochastic functional partial differential equations

• Wydawca: Polskie Towarzystwo Matematyczne
• Czasopismo: Commentationes Mathematicae
• Rocznik: 2014
• Tom: Vol 54, No. 1
• Strony: 51--64
• Opis fizyczny: Bibliogr. 21 poz.

Twórcy

autor

Wrzosek M.

• Institute of Mathematics, University of Gdańsk Wita Stwosza 57, 80-952 Gdańsk

Bibliografia

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