Concepedia
Journal of Mathematical Analysis and Applications · 2016 · 25 citations · 22 references
Open access
Numerical AnalysisMultivariate Stochastic VolatilityEngineeringWeak Error AnalysisStochastic Dynamical SystemAdditive NoiseStochastic AnalysisStochastic PhenomenonFractional StochasticsStochastic Differential Equation
22
Galerkin Finite Element Methods for Parabolic Problems
Rolf Rannacher, Vidar Thomée · Springer series in computational mathematics · 1985 · 2.2K citations
Stochastic evolution equations
B. L. Rozovskiĭ · Journal of Mathematical Sciences · 1981 · 744 citations · Full text
Stochastic Calculus, Stochastic Evolution Equations, Evolution Equation +2
Convolution quadrature and discretized operational calculus. II
Christian Lubich · Numerische Mathematik · 1988 · 685 citations
Numerical Analysis, Numerical Computation, Numerical Treatment +2
Convolution quadrature and discretized operational calculus. I
Error estimates with smooth and nonsmooth data for a finite element method for the Cahn-Hilliard equation
Charles M. Elliott, Stig Larsson · Mathematics of Computation · 1992 · 190 citations