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Convergence of successive approximation for parabolic partial differential equations with additive white noise. (English) Zbl 0723.65149
Existence and uniqueness of the solution is proved for a stochastic parabolic equation. The proof is based on the successive approximation procedure.

MSC:
65C99 Probabilistic methods, stochastic differential equations
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35R60 PDEs with randomness, stochastic partial differential equations
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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