Lattice Approximations of Semilinear Stochastic Elliptic Equations with Reflection

2018/07/31 by Jun Dai, Jing Zhang, Dai, Jun +1
Computer Science · Economics, Econometrics and Finance · Social Sciences · #60H15 #76M20 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1807.11777

openalex publication_date 2018/07/31 · openalex created_date 2018/08/22 · openalex updated_date 2026/08/01

Abstract

We study lattice approximations of reflected stochastic elliptic equations driven by white noise on a bounded domain in ℝ^d, d=1,2,3. The convergence of the scheme is established.

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