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On numerical solution of stochastic partial differential equations of elliptic type |
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| Abstract: | We study lattice approximations of stochastic PDEs of elliptic type, driven by a white noise on a bounded domain in ? d , for d = 1, 2, 3. We obtain estimates for the rate of convergence of the approximations. |
| Keywords: | Stochastic PDEs White noise Finite differences Speed of convergence |