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2013 An approximation scheme of stochastic Stokes equations
Hanbing Liu, Juan Yang
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Electron. Commun. Probab. 18: 1-10 (2013). DOI: 10.1214/ECP.v18-2374

Abstract

This work is concerned with the approximation to the solutions of the stochastic Stokes equations by the splitting up method. We apply the resolvent operator to evaluate the solution of the deterministic equations at the endpoints of every small interval, and the error is estimated. <br />

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Hanbing Liu. Juan Yang. "An approximation scheme of stochastic Stokes equations." Electron. Commun. Probab. 18 1 - 10, 2013. https://doi.org/10.1214/ECP.v18-2374

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Accepted: 22 March 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1329.60239
MathSciNet: MR3037219
Digital Object Identifier: 10.1214/ECP.v18-2374

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