Lattice Approximations of Semilinear Stochastic Elliptic Equations with Reflection
Numerical Analysis
2018-08-01 v1
Abstract
We study lattice approximations of reflected stochastic elliptic equations driven by white noise on a bounded domain in . The convergence of the scheme is established.
Keywords
Cite
@article{arxiv.1807.11777,
title = {Lattice Approximations of Semilinear Stochastic Elliptic Equations with Reflection},
author = {Jun Dai and Jing Zhang},
journal= {arXiv preprint arXiv:1807.11777},
year = {2018}
}
Comments
accepted for publication in Chinese Annals of Mathematics, Series A+C