Soheili, A. R.; Niasar, M. B.; Arezoomandan, M. Approximation of stochastic parabolic differential equations with two different finite difference schemes. (English) Zbl 1260.60124 Bull. Iran. Math. Soc. 37, No. 2, Part 1, 61-83 (2011). Summary: 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 ltĂ´ 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. Cited in 1 ReviewCited in 4 Documents MSC: 60H15 Stochastic partial differential equations (aspects of stochastic analysis) 65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs 60H35 Computational methods for stochastic equations (aspects of stochastic analysis) Keywords:stochastic partial differential equations; finite difference methods; Saul’yev methods; convergence; stability; Wiener process PDF BibTeX XML Cite \textit{A. R. Soheili} et al., Bull. Iran. Math. Soc. 37, No. 2, Part 1, 61--83 (2011; Zbl 1260.60124) OpenURL