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
Pages
16
From page
57
To page
72
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
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575718
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