TY - JOUR ID - 325 TI - APPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES JO - Bulletin of the Iranian Mathematical Society JA - BIMS LA - en SN - 1017-060X AU - SOHEILI, A. AU - NIASAR, M. AU - AREZOOMANDAN, M. AD - Y1 - 2011 PY - 2011 VL - 37 IS - No. 2 SP - 61 EP - 83 KW - Stochastic partial differential equations KW - finite difference methods KW - Saul’yev methods KW - convergence KW - Stability KW - Wiener process DO - N2 - 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. UR - http://bims.iranjournals.ir/article_325.html L1 - http://bims.iranjournals.ir/article_325_50c2301dc8a08d7ed9e358edb432b737.pdf ER -