Add to ORKGIn this paper we show that solutions of stochastic partial differ- ential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed
This book covers numerical methods for stochastic partial differential equations with white noise us...
An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...
In this paper we show that solutions of stochastic partial differ-ential equations driven by Brownia...
Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means ...
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplica...
This article is devoted to the numerical study of various finite-difference approximations to the st...
In this article, we propose an all-in-one statement which includes existence, uniqueness, regularity...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
On the approximation of the stochastic Burgers equation / H. Kielhöfer, C. Gugg, M. Niggemann. - In:...
Abstract. In this paper we present a result on convergence of approximate solutions of stochastic di...
We approximate the solution of a quasilinear stochastic partial differential equa- tion driven by fr...
The thesis deals with various aspects of the study of stochastic partial differential equations driv...
In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial ...
This book covers numerical methods for stochastic partial differential equations with white noise us...
An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...
In this paper we show that solutions of stochastic partial differ-ential equations driven by Brownia...
Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means ...
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplica...
This article is devoted to the numerical study of various finite-difference approximations to the st...
In this article, we propose an all-in-one statement which includes existence, uniqueness, regularity...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
On the approximation of the stochastic Burgers equation / H. Kielhöfer, C. Gugg, M. Niggemann. - In:...
Abstract. In this paper we present a result on convergence of approximate solutions of stochastic di...
We approximate the solution of a quasilinear stochastic partial differential equa- tion driven by fr...
The thesis deals with various aspects of the study of stochastic partial differential equations driv...
In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial ...
This book covers numerical methods for stochastic partial differential equations with white noise us...
An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...