scholarly journals Recent Developments in Spectral Stochastic Methods for the Numerical Solution of Stochastic Partial Differential Equations

2009 ◽  
Vol 16 (3) ◽  
pp. 251-285 ◽  
Author(s):  
Anthony Nouy
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Numerical Solution ◽  
Stochastic Partial Differential Equations ◽  
Stochastic Methods ◽  
Partial Differential ◽  
Recent Developments

scholarly journals Stochastic Measure Diffusion Processes

1979 ◽  
Vol 22 (2) ◽  
pp. 129-138 ◽  
Author(s):  
Donald A. Dawson
Keyword(s):  
Differential Equation ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Differential Equation ◽  
Stochastic Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Diffusion Processes ◽  
Partial Differential ◽  
Stochastic Measure ◽  
Recent Developments

The purpose of this article is to give an introduction to the study of a class of stochastic partial differential equations and to give a brief review of some of the recent developments in this field. This study has evolved naturally out of the theory of stochastic differential equations initiated in a pioneering paper of K. Itô [13]. In order to set this review in its appropriate setting we begin by considering a simple scalar stochastic differential equation.

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