Efficient simulation of nonlinear parabolic SPDEs with additive noise
- 期刊名称The Annals of Applied Probability
- 作者Jentzen, Arnulf; Kloeden, Peter; Winkel, Georg
- 卷第21卷
- 期第3期
- 印刷ISSN1050-5164
- 文件大小845.96KB
- 发表时间2011-06
- DOI10.1214/10-AAP711
- 页码908-950
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