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]

Authors

István Gyöngy

This author has not been identified. Look up 'István Gyöngy' in Google

Nicolai V. Krylov

This author has not been identified. Look up 'Nicolai V. Krylov' in Google