Open AccessApproximation of Solutions of Stochastic Differential Equations by Discontinuous Galerkin Methods
Author(s) -
Wilfried Grecksch,
Annett Wadewitz
Publication year - 1996
Publication title -
zeitschrift für analysis und ihre anwendungen
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.567
H-Index - 35
eISSN - 1661-4534
pISSN - 0232-2064
DOI - 10.4171/zaa/736
Subject(s) - galerkin method , stochastic differential equation , discontinuous galerkin method , mathematics , mathematical analysis , differential equation , physics , finite element method , thermodynamics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom