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]

@article{GyongyK10,
  title = {Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space},
  author = {István Gyöngy and Nicolai V. Krylov},
  year = {2010},
  doi = {10.1137/090781395},
  url = {http://dx.doi.org/10.1137/090781395},
  researchr = {https://researchr.org/publication/GyongyK10},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Math. Analysis},
  volume = {42},
  number = {5},
  pages = {2275-2296},
}