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Particle Approximations for a Class of Stochastic Partial Differential Equations

✍ Scribed by D. Crisan

Publisher: Springer
Year: 2006
Tongue: English
Weight: 286 KB
Volume: 54
Category: Article
ISSN: 0095-4616
DOI: 10.1007/s00245-006-0872-3

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## Abstract In this paper, a unified approach for analysing finite dimensional approximations to a class of partial differential equations boundary value problems (second‐kind Fredholm differential equations) is introduced. The approach is shown to be general despite of its extremely simple form. I