Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with H-regular noise Article

Bessaih, H, Schurz, H. (2007). Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with H-regular noise . JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 208(2), 354-361. 10.1016/j.cam.2006.10.003

cited authors

  • Bessaih, H; Schurz, H

authors

publication date

  • November 15, 2007

published in

keywords

  • DRIVEN
  • EVOLUTION-EQUATIONS
  • Eigenfunction approach
  • LATTICE APPROXIMATIONS
  • Mathematics
  • Mathematics, Applied
  • PDES
  • Physical Sciences
  • Science & Technology
  • approximation by truncation
  • rate of convergence
  • space-time noise
  • stochastic partial differential equations
  • stochastic-numerical methods
  • truncated stochastic infinite-dimensional systems

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE BV

start page

  • 354

end page

  • 361

volume

  • 208

issue

  • 2