Title : ( A note on the time discretization of stochastic PDEs with fractional Brownian motion )
Authors: Mahdieh Arezoomandan , Ali Reza Soheili ,
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Abstract
In this paper, we present results on the strong convergence order of a semidiscretization in time by an implicit Euler method of stochastic parabolic equations driven by fractional Brownian motion with Hurst parameter H >. Numerical experiments illustrating the performance of the methods are also reported.
Keywords
, stochastic partial differential equations, fractional Brownian motion, Convergence rates
@inproceedings{paperid:1091883,
author = {Arezoomandan, Mahdieh and Soheili, Ali Reza},
title = {A note on the time discretization of stochastic PDEs with fractional Brownian motion},
booktitle = {53 امین کنفرانس سالانه ریاضی ایران},
year = {2022},
location = {بهشهر, IRAN},
keywords = {stochastic partial differential equations; fractional Brownian motion; Convergence rates},
}
%0 Conference Proceedings
%T A note on the time discretization of stochastic PDEs with fractional Brownian motion
%A Arezoomandan, Mahdieh
%A Soheili, Ali Reza
%J 53 امین کنفرانس سالانه ریاضی ایران
%D 2022
