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Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II. (English) Zbl 0944.60074
[For part I see ibid. 9, No. 1, 1-25 (1998; Zbl 0915.60069).]
The paper approximates quasi-linear parabolic stochastic differential equations by substituting derivatives with finite difference approximations. Implicit and explicit methods are studied. Strong convergence is shown. When Lipschitz continuity is not given, then convergence in probability is still obtained.

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
35R30 Inverse problems for PDEs
35R60 PDEs with randomness, stochastic partial differential equations
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
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