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
We study pathwise properties and homeomorphic property with respect to the initial values for stocha...
This book deals with the study of a class of stochastic differential systems having unbounded coeffi...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
summary:We apply an approximation by means of the method of lines for hyperbolic stochastic function...
In this paper, we are interested in numerical solutions of stochastic functional differential equati...
AbstractIn this paper, we are interested in numerical solutions of stochastic functional differentia...
We consider non-linear parabolic evolution equations of the form and#948;tu=F(t,x,Du,D2u), subject t...
We first generalize, in an abstract framework, results on the order of convergence of a semi-discret...
In this paper, the strong mean square convergence theory is established for the numerical solutions ...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
We study the rate of convergence of an explicit and an implicit–explicit finite difference scheme fo...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
Tyt. z nagłówka.Bibliogr. s. 455-456.We approximate parabolic stochastic functional differential equ...
Cette thèse est composée de deux parties indépendantes : la première partie traite des équations dif...
We study pathwise properties and homeomorphic property with respect to the initial values for stocha...
This book deals with the study of a class of stochastic differential systems having unbounded coeffi...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
summary:We apply an approximation by means of the method of lines for hyperbolic stochastic function...
In this paper, we are interested in numerical solutions of stochastic functional differential equati...
AbstractIn this paper, we are interested in numerical solutions of stochastic functional differentia...
We consider non-linear parabolic evolution equations of the form and#948;tu=F(t,x,Du,D2u), subject t...
We first generalize, in an abstract framework, results on the order of convergence of a semi-discret...
In this paper, the strong mean square convergence theory is established for the numerical solutions ...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
We study the rate of convergence of an explicit and an implicit–explicit finite difference scheme fo...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
Tyt. z nagłówka.Bibliogr. s. 455-456.We approximate parabolic stochastic functional differential equ...
Cette thèse est composée de deux parties indépendantes : la première partie traite des équations dif...
We study pathwise properties and homeomorphic property with respect to the initial values for stocha...
This book deals with the study of a class of stochastic differential systems having unbounded coeffi...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
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