OpenAlex | Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise

Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise

Work

Year: 2018

Type: article

Source: Mathematical Methods in the Applied Sciences

Authors Minoo Kamrani, S. Mohammad Hosseini, Erika Hausenblas

Institutions Razi University, Tarbiat Modares University, Montanuniversität Leoben

Cites: 25

Cited by: 9

Related to: 10

FWCI: 0.549

Citation percentile (by year/subfield): 83.16

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Sustainable Development Goal Reduced inequalities

Open Access status: closed

Funder Austrian Science Fund

Grant ID project I 2884