Newton’s method for first-order stochastic functional partial differential equations

@article{MonikaWrzosek2014,
abstract = {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.},
author = {Monika Wrzosek},
journal = {Commentationes Mathematicae},
keywords = {Stochastic functional partial differential equations},
language = {eng},
number = {1},
pages = {null},
title = {Newton’s method for first-order stochastic functional partial differential equations},
url = {http://eudml.org/doc/292478},
volume = {54},
year = {2014},
}

TY - JOUR
AU - Monika Wrzosek
TI - Newton’s method for first-order stochastic functional partial differential equations
JO - Commentationes Mathematicae
PY - 2014
VL - 54
IS - 1
SP - null
AB - 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.
LA - eng
KW - Stochastic functional partial differential equations
UR - http://eudml.org/doc/292478
ER -