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Discretization of the Wiener-process in difference-methods for stochastic differential equations

✍ Scribed by R. Janssen

Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
665 KB
Volume
18
Category
Article
ISSN
0304-4149

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Stochastic partial differential equation
Stochastic partial differential equations in continuum physicsβ€”on the foundations of the stochastic interpolation method for ITO's type equations
✍ N. Bellomo; F. Flandoli πŸ“‚ Article πŸ“… 1989 πŸ› Elsevier Science 🌐 English βš– 1017 KB

This paper deals with the mathematical analysis of mathematical models in continuum physics which are described by partial differential equations, in one space dimension, with additional random noise. The first part of the paper provides the framework for the mathematical modelling of a large class