A lattice scheme for stochastic partial differential equations of elliptic type in dimension $d\ge 4$
Probability
2007-05-23 v1 Analysis of PDEs
Abstract
We study a stochastic boundary value problem on of elliptic type in dimension , driven by a coloured noise. An approximation scheme based on a suitable discretization of the Laplacian on a lattice of is presented; we also give the rate of convergence to the original SPDE in --norm, for some values of .
Keywords
Cite
@article{arxiv.math/0508339,
title = {A lattice scheme for stochastic partial differential equations of elliptic type in dimension $d\ge 4$},
author = {Teresa Martínez and Marta Sanz-Solé},
journal= {arXiv preprint arXiv:math/0508339},
year = {2007}
}
Comments
27 pages