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DAGSTUHL
2004
14 years 26 days ago
Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations
We study algorithms for approximation of the mild solution of stochastic heat equations on the spatial domain ]0, 1[ d . The error of an algorithm is defined in L2-sense. We derive...
Klaus Ritter, Thomas Müller-Gronbach