0575952 20250310155847.920231002235959.9 85137902253 000852901100001 10.1007/s40072-022-00271-9 82 s. P cav_un_epca*05258952194-0401114 (2023)1553-1634 SPDE Weak martingale solution Fully discrete scheme cav_un_auth*0260292 Ondreját Martin UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI Department of Stochastic Informatics CZ Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0212864 Prohl A. DE cav_un_auth*0455651 Walkington N. US http://library.utia.cas.cz/separaty/2023/SI/ondrejat-0575952.pdf https://link.springer.com/article/10.1007/s40072-022-00271-9 GA19-07140S GA ČR CZ cav_un_auth*0385132 The numerical analysis of stochastic parabolic partial differential equations is surveyed. This manuscript unifies much of the theory developed over the last decade into a cohesive framework which integrates techniques for the approximation of deterministic partial differential equations with methods for the approximation of stochastic ordinary differential equations. The manuscript is intended to be accessible to audiences versed in either of these disciplines, and examples are presented to illustrate the applicability of the theory. WOS BA 10000 10100 10101 2024 3 2 R hod 4 4rh 4 20250310155817.4 4 20250310155847.8 RVO:67985556 https://hdl.handle.net/11104/0345848 S Article Mathematics Applied|Statistics Probability A MATHEMATICS.APPLIED|STATISTICS&PROBABILITY 1.6 0.4 5.8 0.00197 1.372 565 21 1.349 30.25 1.25 133 Q1 1.300 39 Q2 68.8 Q1 Q1 0.77 Q1 69.4 2023 Soubory v repozitáři: ondrejat-0575952.pdf 85137902253 SCOPUS PUBMED 000852901100001 WOS cav_un_epca*0525895 Stochastics and Partial Differential Equations: Analysis and Computations 2194-0401 2194-041X Roč. 11 č. 4 2023 1553 1634