هشتمین سمینار معادلات دیفرانسیل , 2008-07-19

Title : ( A Finite Difference Schemes for Stochastic Parabolic Differential Equations )

Authors: Ali Reza Soheili , M.B. Niasar , M. Arezomandan ,

Citation: BibTeX | EndNote

The present article focuses on the use of a finite difference methods in order to approximate the solutions of It widehat{o} Stochastic parabolic differential equations. the main notations of deterministic difference methods, i.e. convergence, consistency, and stability are developed for the stochastic case. First, we prove the stability and consistency of the method, and then the method be applied to approximate a parabolic SPDE.

Keywords

, stochastic parabolic differential equation, convergence, consistency, stability, Wiener
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@inproceedings{paperid:1016364,
author = {Soheili, Ali Reza and M.B. Niasar and M. Arezomandan},
title = {A Finite Difference Schemes for Stochastic Parabolic Differential Equations},
booktitle = {هشتمین سمینار معادلات دیفرانسیل},
year = {2008},
location = {esfhan, IRAN},
keywords = {stochastic parabolic differential equation;convergence;consistency;stability; Wiener process.},
}

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%0 Conference Proceedings
%T A Finite Difference Schemes for Stochastic Parabolic Differential Equations
%A Soheili, Ali Reza
%A M.B. Niasar
%A M. Arezomandan
%J هشتمین سمینار معادلات دیفرانسیل
%D 2008

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