Convergence rates of the splitting scheme for parabolic linear stochastic cauchy problems.

Research output: Contribution to journalArticleScientificpeer-review

10 Citations (Scopus)
Original languageEnglish
Pages (from-to)428-451
Number of pages24
JournalSIAM Journal on Applied Mathematics
Volume48
Issue number2
Publication statusPublished - 2010

Keywords

  • CWTS 0.75 <= JFIS < 2.00

Cite this