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title:
On Numerical Solutions of Stochastic PDEs
name:
Gyöngy
first name:
Istvan
location/conference:
SPDE09
PRESENTATION-link:
http://www.dfg-spp1324.de/download/spde09/material/gyoengy-course.pdf
abstract:
I. Stochastic evolution equations and their approximations
II. Splitting up approximations
III. Accelerated numerical schemes
