Title of article :
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
Author/Authors :
Gyِngy، نويسنده , , Istvلn and Nualart، نويسنده , , David، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
In this paper we consider an implicit approximation scheme for the heat equation with a nonlinear term and an additive space-time white noise. Assuming that the nonlinear drift is measurable and verifies a one-sided linear growth condition we show that the approximation scheme converges to the unique solution in probability, uniformly in space and time.
Keywords :
Stochastic partial differential equations , Implicit approximation , Space-time white noise
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications