论文信息 - A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations

A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations

Abstract The present article focuses on the use of difference methods together with Wong-Zakai methods in order to approximate the solutions of stochastic hyperbolic differential equations of Itô type. We prove convergence, consistency, and stability for the schemes we use. Whereby the consistency and stability imply convergence.

C. Roth | Christian Roth

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