- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
2194-041X
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
Optimal rate of convergence for stochastic Burgers-type equations ; volume:4 ; number:2 ; day:21 ; month:12 ; year:2015 ; pages:402-437 ; date:6.2016
Stochastics and partial differential equations ; 4, Heft 2 (21.12.2015), 402-437, 6.2016
- Urheber
-
Hairer, M.
- Beteiligte Personen und Organisationen
-
Matetski, K.
SpringerLink (Online service)
- DOI
-
10.1007/s40072-015-0067-5
- URN
-
urn:nbn:de:1111-201605125815
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 11:00 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Hairer, M.
- Matetski, K.
- SpringerLink (Online service)
Ähnliche Objekte (12)
Stochastic model reduction: convergence and applications to climate equations
Optimal control of stochastic reaction-diffusion equations
Weak convergence of tamed exponential integrators for stochastic differential equations
Moment estimates for invariant measures of stochastic Burgers equations
Strong convergence rates for numerical approximations of stochastic partial differential equations
Optimal control problems constrained by stochastic partial differential equations
Convergence of stochastic processes
Numerical solution of stochastic state-dependent delay differential equations: convergence and stability
Convergence of tamed Euler schemes for a class of stochastic evolution equations
Convergence and stability properties Euler method for solving fuzzy Stochastic differential equations
Stochastic optimal control with random coefficients and associated stochastic Hamilton–Jacobi–Bellman equations
Optimal approximation of stochastic differential equations with additive fractional noise
Stochastic model reduction: convergence and applications to climate equations
Optimal control of stochastic reaction-diffusion equations
Weak convergence of tamed exponential integrators for stochastic differential equations
Moment estimates for invariant measures of stochastic Burgers equations
Strong convergence rates for numerical approximations of stochastic partial differential equations
Optimal control problems constrained by stochastic partial differential equations
Convergence of stochastic processes
Numerical solution of stochastic state-dependent delay differential equations: convergence and stability
Convergence of tamed Euler schemes for a class of stochastic evolution equations
Convergence and stability properties Euler method for solving fuzzy Stochastic differential equations
Stochastic optimal control with random coefficients and associated stochastic Hamilton–Jacobi–Bellman equations
Optimal approximation of stochastic differential equations with additive fractional noise
Stochastic model reduction: convergence and applications to climate equations
Optimal control of stochastic reaction-diffusion equations
Weak convergence of tamed exponential integrators for stochastic differential equations
Moment estimates for invariant measures of stochastic Burgers equations
Strong convergence rates for numerical approximations of stochastic partial differential equations
Optimal control problems constrained by stochastic partial differential equations
Convergence of stochastic processes
Numerical solution of stochastic state-dependent delay differential equations: convergence and stability
Convergence of tamed Euler schemes for a class of stochastic evolution equations
Convergence and stability properties Euler method for solving fuzzy Stochastic differential equations
Stochastic optimal control with random coefficients and associated stochastic Hamilton–Jacobi–Bellman equations