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An approximation of stochastic hyperbolic equations: case with Wiener process

Title	An approximation of stochastic hyperbolic equations: case with Wiener process
Author	Ashyralyev, A., Akat, Muzaffer
Publication Date:	2013-06
Publication Place	- Wiley
Subject	Difference schemes, Stochastic hyperbolic equation, Convergence estimates
Type	Periodical
Language	English
Digital	Yes
Manuscript	No
Library:	Özyeğin University
Library Asset ID	1099-1476
Record ID	d7efa3aa-1fd4-46ab-8f6f-bca5e085e1cd
Library Location	International Finance
Date	2013-06
Notes	Due to copyright restrictions, the access to the full text of this article is only available via subscription.
Sample Text	In the present paper, the two-step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of difference schemes for the numerical solution of four problems for hyperbolic equations are obtained. The theoretical statements for the solution of this difference scheme are supported by the results of the numerical experiment.
DOI	10.1002/mma.2666
Cilt	36

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Özyeğin University

An approximation of stochastic hyperbolic equations: case with Wiener process

Author Ashyralyev, A., Akat, Muzaffer

Publication Date 2013-06

Publication Place - Wiley

Subject Difference schemes, Stochastic hyperbolic equation, Convergence estimates

Type Periodical

Language English

Digital Yes

Manuscript No

Library Özyeğin University

Library Asset ID 1099-1476

Record ID d7efa3aa-1fd4-46ab-8f6f-bca5e085e1cd

Library Location International Finance

Date 2013-06

Notes Due to copyright restrictions, the access to the full text of this article is only available via subscription.

Sample Text In the present paper, the two-step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of difference schemes for the numerical solution of four problems for hyperbolic equations are obtained. The theoretical statements for the solution of this difference scheme are supported by the results of the numerical experiment.

DOI 10.1002/mma.2666

Cilt 36