An approximation scheme of stochastic Stokes equations
نویسندگان
چکیده
منابع مشابه
An approximation scheme of stochastic Stokes equations ∗
This work is concerned with the approximation to the solutions of the stochastic Stokes equations by the splitting up method. We apply the resolvent operator to evaluate the solution of the deterministic equations at the endpoints of every small interval, and the error is estimated.
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2013
ISSN: 1083-589X
DOI: 10.1214/ecp.v18-2374