An approximation of stochastic hyperbolic equations: case with Wiener process

Name: An approximation of stochastic hyperbolic equations: case with Wiener process
Author: Ashyralyev, A., Akat, Muzaffer

İsim	An approximation of stochastic hyperbolic equations: case with Wiener process
Yazar	Ashyralyev, A., Akat, Muzaffer
Basım Tarihi:	2013-06
Basım Yeri	- Wiley
Konu	Difference schemes, Stochastic hyperbolic equation, Convergence estimates
Tür	Süreli Yayın
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	1099-1476
Kayıt Numarası	d7efa3aa-1fd4-46ab-8f6f-bca5e085e1cd
Lokasyon	International Finance
Tarih	2013-06
Notlar	Due to copyright restrictions, the access to the full text of this article is only available via subscription.
Örnek Metin	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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An approximation of stochastic hyperbolic equations: case with Wiener process

Yazar Ashyralyev, A., Akat, Muzaffer

Basım Tarihi 2013-06

Basım Yeri - Wiley

Konu Difference schemes, Stochastic hyperbolic equation, Convergence estimates

Tür Süreli Yayın

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 1099-1476

Kayıt Numarası d7efa3aa-1fd4-46ab-8f6f-bca5e085e1cd

Lokasyon International Finance

Tarih 2013-06

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

Örnek Metin 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