Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space

István Gyöngy, Nicolai V. Krylov. Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space. SIAM J. Math. Analysis, 42(5):2275-2296, 2010. [doi]

Abstract

Abstract is missing.