@article {
author = {SOHEILI, A. and NIASAR, M. and AREZOOMANDAN, M.},
title = {APPROXIMATION OF STOCHASTIC PARABOLIC
DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT
FINITE DIFFERENCE SCHEMES},
journal = {Bulletin of the Iranian Mathematical Society},
volume = {37},
number = {No. 2},
pages = {61-83},
year = {2011},
publisher = {Iranian Mathematical Society (IMS)},
issn = {1017-060X},
eissn = {1735-8515},
doi = {},
abstract = {We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.},
keywords = {Stochastic partial differential equations,finite difference methods,Saul’yev methods,convergence,Stability,Wiener process},
url = {http://bims.iranjournals.ir/article_325.html},
eprint = {http://bims.iranjournals.ir/article_325_50c2301dc8a08d7ed9e358edb432b737.pdf}
}