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On Numerical Approximation of Stochastic Burgers' Equation

Aureli Alabert () and István Gyongy ()
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Aureli Alabert: Universitat Aut`onoma de Barcelona, Departament de Matemàtiques
István Gyongy: University of Edinburgh, School of Mathematics

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 1-15 from Springer

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-30788-4_1

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DOI: 10.1007/978-3-540-30788-4_1

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