Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs.

Kloeden, P.E., and Shott, S.. "Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs.." Journal of Applied Mathematics and Stochastic Analysis 14.1 (2001): 47-53. <http://eudml.org/doc/49268>.

@article{Kloeden2001,
author = {Kloeden, P.E., Shott, S.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Itô-Galerkin approximation; linear implicit Taylor scheme; stochastic partial differential equations},
language = {eng},
number = {1},
pages = {47-53},
publisher = {Hindawi Publishing Corporation, New York},
title = {Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs.},
url = {http://eudml.org/doc/49268},
volume = {14},
year = {2001},
}

TY - JOUR
AU - Kloeden, P.E.
AU - Shott, S.
TI - Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2001
PB - Hindawi Publishing Corporation, New York
VL - 14
IS - 1
SP - 47
EP - 53
LA - eng
KW - Itô-Galerkin approximation; linear implicit Taylor scheme; stochastic partial differential equations
UR - http://eudml.org/doc/49268
ER -