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Works cited by this work

35 works

Work: A Note on Single-Step Difference Scheme for the Solution of Stochastic Differential Equation

  1. New Difference Schemes for Partial Differential Equations

    Allaberen Ashyralyev, Pavel E. Sobolevskii

    Book200413 citations
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  2. Well-Posedness of a Parabolic Equation with Involution

    Allaberen Ashyralyev, Abdizhahan Sarsenbi

    Article20179 citations
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  3. Ergodicity for Infinite Dimensional Systems

    Giuseppe Da Prato, Jerzy Zabczyk

    Book19963 citations
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  4. An approximation of stochastic hyperbolic equations: case with Wiener process

    Allaberen Ashyralyev, Muzaffer Akat

    Article20133 citations
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  5. Well-Posedness of Parabolic Difference Equations

    Allaberen Ashyralyev, П. Е. Соболевский

    Book19943 citations
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  6. Stochastic Equations in Infinite Dimensions

    Guiseppe Da Prato, Jerzy Zabczyk

    Book19923 citations
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  7. COERCIVENESS INEQUALITIES FOR ABSTRACT PARABOLIC EQUATIONS

    П. Е. Соболевский

    Article19642 citations
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  8. Second Order Linear Differential Equations in Banach Spaces

    Book19852 citations
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  9. A Note on Maximal Inequality for Stochastic Convolutions

    Erika Hausenblas, Jan Seidler

    Article20012 citations
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  10. Numerical solution of the stochastic parabolic equation with the dependent operator coefficient

    Allaberen Ashyralyev, Ülker Okur

    Article20152 citations
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  11. Linear stochastic evolution equations in Hilbert space

    Akira Ichikawa

    Article19782 citations
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  12. The Numerical Approximation of Stochastic Partial Differential Equations

    Arnulf Jentzen, Peter E. Kloeden

    Article20092 citations
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  13. Numerical Solution of Stochastic Differential Equations (Peter E. Kloeden and Eckhard Platen)

    Matthias Gelbrich, Werner Römisch

    Article19952 citations
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  14. Stochastic wave equations with dissipative damping

    Viorel Barbu, Giuseppe Da Prato, Luciano Tubaro

    Article20062 citations
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  15. Finite element and difference approximation of some linear stochastic partial differential equations

    E.J. Allen, Steven Joseph Novosel, Z. Zhang

    Article19982 citations
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  16. Stochastic differential equations in Hilbert space

    Ruth F. Curtain, Peter Falb

    Article19712 citations
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  17. Numerical methods for stochastic parabolic PDEs

    Tony Shardlow

    Article19992 citations
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  18. An Approximation of Semigroups Method for Stochastic Parabolic Equations

    Allaberen Ashyralyev, Mehmet Emin San

    Article20122 citations
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  19. Nonlinear stochastic wave and heat equations

    Szymon Peszat, Jerzy Zabczyk

    Article20002 citations
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  20. An estimate of Burkholder type for stochastic processes defined by the stochastic integral

    Luciano Tubaro

    Article19842 citations
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  21. Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise

    Arnulf Jentzen

    Article20112 citations
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  22. Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations

    Mark Veraar

    Article20092 citations
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  23. On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation

    Allaberen Ashyralyev

    Article20082 citations
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  24. Stochastic evolution equations and related measure processes

    Donald A. Dawson

    Article19752 citations
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  25. Numerical analysis of semilinear stochastic evolution equations in Banach spaces

    Erika Hausenblas

    Article20022 citations
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