A stochastic differential equation with a unique (up to indistinguishability) but not strong solution
Jan Kallsen (1999)
Séminaire de probabilités de Strasbourg
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Jan Kallsen (1999)
Séminaire de probabilités de Strasbourg
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Privault, Nicolas (2009)
Electronic Communications in Probability [electronic only]
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Jozef Komorník (1978)
Kybernetika
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International Journal of Stochastic Analysis
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We propose a numerical scheme to compute the motion of a two-dimensional rigid body in a viscous fluid. Our method combines the method of characteristics with a finite element approximation to solve an ALE formulation of the problem. We derive error estimates implying the convergence of the scheme.