Space Semi-Discretisations for a Stochastic Wave Equation

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

István Gyöngy · Potential Analysis · 1999 · 235 citations

Engineering, Physics, Dynamical Systems +13

A Stochastic Wave Equation in Two Space Dimension: Smoothness of the Law

Annie Millet, Marta Sanz–Solé · The Annals of Probability · 1999 · 151 citations · Full text

Engineering, Mathematics, Physics +9

Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises

Qiang Du, Tianyu Zhang · SIAM Journal on Numerical Analysis · 2002 · 144 citations

Computing, Computational Engineering, Finite Element Analysis +16

On the discretization in time of parabolic stochastic partial differential equations

Jacques Printems · ESAIM Mathematical Modelling and Numerical Analysis · 2001 · 142 citations · Full text

Engineering, Mathematics, Probability Theory +13

Nonlinear Filtering Revisited: A Spectral Approach

Sergey V. Lototsky, R. Mikulevíčius, B. L. Rozovskiĭ · SIAM Journal on Control and Optimization · 1997 · 136 citations

Engineering, Systems Engineering, Dynamical Systems +11