The role of coefficients of a general SPDE on the stability and convergence of a finite difference method

Published 2010 View Full Article

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Title
The role of coefficients of a general SPDE on the stability and convergence of a finite difference method
Authors
Keywords
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Journal
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume 234, Issue 5, Pages 1426-1434
Publisher
Elsevier BV
Online
2010-02-11
DOI
10.1016/j.cam.2010.02.018

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