Parabolic Itô equations
نویسندگان
چکیده
منابع مشابه
strong approximation for itô stochastic differential equations
in this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, sem...
متن کاملOn Degenerate Parabolic Equations
Mohammed Kbiri Alaoui Department of Mathematics, King Khalid University, P.O. Box 9004, Abha, Saudi Arabia Correspondence should be addressed to Mohammed Kbiri Alaoui, mka [email protected] Received 31 March 2011; Accepted 28 July 2011 Academic Editor: Mihai Putinar Copyright q 2011 Mohammed Kbiri Alaoui. This is an open access article distributed under the Creative Commons Attribution License, which...
متن کاملElliptic and Parabolic Equations
Elliptic equations: 1. Harmonic functions 2. Perron’s method 3. Potential theory 4. Existence results; the method of suband supersolutions 5. Classical maximum principles for elliptic equations 6. More regularity, Schauder’s theory for general elliptic operators 7. The weak solution approach in one space dimension 8. Eigenfunctions for the Sturm-Liouville problem 9. Generalization to more dimen...
متن کاملfor parabolic partial differential equations
number of iterationsrequired to meet the convergencecriterion. the converged solutions from the previous step. This significantly reduces the interfacial boundaries, the initial estimates for the interfacial flux is given from scheme. Outside of the first time step where zero initial flux is assumed on all between subdomains are satisfied using a Schwarz Neumann-Neumam iteration method which is...
متن کاملParabolic Equations with Measurable Coefficients
We investigate the unique solvability of second order parabolic equations in non-divergence form in W 1,2 p ((0, T ) × R), p ≥ 2. The leading coefficients are only measurable in either one spatial variable or time and one spatial variable. In addition, they are VMO (vanishing mean oscillation) with respect to the remaining variables.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1974
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1974-0346909-8