Approximating Stochastic Evolution Equations with Additive White and Rough Noises

Yanzhao Cao, Jialin Hong, Zhihui Liu. Approximating Stochastic Evolution Equations with Additive White and Rough Noises. SIAM J. Numerical Analysis, 55(4):1958-1981, 2017. [doi]

@article{CaoHL17-0,
  title = {Approximating Stochastic Evolution Equations with Additive White and Rough Noises},
  author = {Yanzhao Cao and Jialin Hong and Zhihui Liu},
  year = {2017},
  doi = {10.1137/16M1056122},
  url = {https://doi.org/10.1137/16M1056122},
  researchr = {https://researchr.org/publication/CaoHL17-0},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Numerical Analysis},
  volume = {55},
  number = {4},
  pages = {1958-1981},
}