APPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES

AuthorsA. R. Soheili-M. Bisheh Niasar-M. Arezoomandan
JournalBulletin of the Iranian Mathematical Society
Page number61-83
Serial number2
Volume number37
Paper TypeFull Paper
Published At2011
Journal GradeISI
Journal TypeTypographic
Journal CountryIran, Islamic Republic Of

Abstract