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The method of lines for hyperbolic stochastic functional partial differential equations. (English) Zbl 06890376
Summary: We apply an approximation by means of the method of lines for hyperbolic stochastic functional partial differential equations driven by one-dimensional Brownian motion. We study the stability with respect to small \(L^2\)-perturbations.
MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
35R60 PDEs with randomness, stochastic partial differential equations
49M25 Discrete approximations in optimal control
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