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Method of lines for parabolic stochastic functional partial differential equations

creativeworkseries.issn1232-9274
dc.contributor.authorZiemlańska, Maria
dc.date.available2017-10-03T08:56:40Z
dc.date.issued2014
dc.description.abstractWe 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.en
dc.description.versionwersja wydawnicza
dc.identifier.doihttps://doi.org/10.7494/OpMath.2014.34.2.443
dc.identifier.eissn2300-6919
dc.identifier.issn1232-9274
dc.identifier.nukatdd2014319088
dc.identifier.urihttps://repo.agh.edu.pl/handle/AGH/50465
dc.language.isoeng
dc.relation.ispartofOpuscula Mathematica
dc.rightsAttribution 4.0 International
dc.rights.accessotwarty dostęp
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/legalcode
dc.subjectstochastic partial differential equationsen
dc.subjectstability of the method of linesen
dc.subjectwhite noiseen
dc.subjectVolterra stochastic equationsen
dc.titleMethod of lines for parabolic stochastic functional partial differential equationsen
dc.title.relatedOpuscula Mathematica
dc.typeartykuł
dspace.entity.typePublication
publicationissue.issueNumberNo. 2
publicationissue.paginationpp. 443-456
publicationvolume.volumeNumberVol. 34
relation.isJournalIssueOfPublicationb0912550-0f99-44e4-a6bf-74367e7858d6
relation.isJournalIssueOfPublication.latestForDiscoveryb0912550-0f99-44e4-a6bf-74367e7858d6
relation.isJournalOfPublication304b3b9b-59b9-4830-9178-93a77e6afbc7

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