Browsing by Subject "stochastic partial differential equations"
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Item type:Article, Access status: Open Access , Method of lines for parabolic stochastic functional partial differential equations(2014) Ziemlańska, MariaWe approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.