Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition

Minoo Kamrani, Dirk Blömker. Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition. J. Computational Applied Mathematics, 323:123-135, 2017. [doi]

Authors

Minoo Kamrani

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Dirk Blömker

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