General theorems for numerical approximation of stochastic processes on the Hilbert space H 2 ( [ 0 , T ] , μ , d ) .

Schurz, Henri

ETNA. Electronic Transactions on Numerical Analysis [electronic only] (2003)

  • Volume: 16, page 50-69
  • ISSN: 1068-9613

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Schurz, Henri. "General theorems for numerical approximation of stochastic processes on the Hilbert space .." ETNA. Electronic Transactions on Numerical Analysis [electronic only] 16 (2003): 50-69. <http://eudml.org/doc/123212>.

@article{Schurz2003,
author = {Schurz, Henri},
journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
keywords = {stochastic-numerical approximation; stochastic Lax-theorem; ordinary stochastic differential equations; drift-implicit Euler methods; balanced implicit methods; Hilbert space; stochastic processes; systems},
language = {eng},
pages = {50-69},
publisher = {Kent State University, Department of Mathematics and Computer Science},
title = {General theorems for numerical approximation of stochastic processes on the Hilbert space .},
url = {http://eudml.org/doc/123212},
volume = {16},
year = {2003},
}

TY - JOUR
AU - Schurz, Henri
TI - General theorems for numerical approximation of stochastic processes on the Hilbert space .
JO - ETNA. Electronic Transactions on Numerical Analysis [electronic only]
PY - 2003
PB - Kent State University, Department of Mathematics and Computer Science
VL - 16
SP - 50
EP - 69
LA - eng
KW - stochastic-numerical approximation; stochastic Lax-theorem; ordinary stochastic differential equations; drift-implicit Euler methods; balanced implicit methods; Hilbert space; stochastic processes; systems
UR - http://eudml.org/doc/123212
ER -

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