Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise
Preprint, 2015
Multiplicative noise
Strong convergence
Trace formula
Semi-linear stochastic wave equation
Stochastic trigonometric methods
Geometric numerical integration
Author
Rikard Anton
David Cohen
Stig Larsson
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematics
Xiaojie Wang
Subject Categories
Computational Mathematics
Roots
Basic sciences