Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems

Published 2010 View Full Article

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Title
Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems
Authors
Keywords
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Journal
SIAM JOURNAL ON NUMERICAL ANALYSIS
Volume 48, Issue 2, Pages 428-451
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2010-04-24
DOI
10.1137/090761835
References
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