Finite Element Methods for Parabolic Stochastic PDE?s

Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II

István Gyöngy · Potential Analysis · 1999 · 226 citations

On the Smoothing Property of the Galerkin Method for Parabolic Equations

Mitchell Luskin, Rolf Rannacher · SIAM Journal on Numerical Analysis · 1982 · 143 citations

Numerical Analysis, Error Estimate, Parabolic Equations +12

Implicit Scheme for Stochastic Parabolic Partial Diferential Equations Driven by Space-Time White Noise

István Gyöngy, David Nualart · Potential Analysis · 1997 · 72 citations

Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise

István Gyöngy, David Nualart · Stochastic Processes and their Applications · 1995 · 57 citations

Numerical Analysis, Pde-constrained Optimization, Semi-implicit Method +6