On Numerical Approximation of Stochastic Burgers' Equation

Research output: Chapter in Book › Chapter › Research › peer-review

Original language	English
Title of host publication	From Stochastic Calculus to Mathematical Finance. The Shiryaev Festschrift
Editors	Yuri Kabanov, Robert Liptser, Jordan Stoyanov
Pages	1-15
Number of pages	15
DOIs	https://doi.org/10.1007/978-3-540-30788-4_1
Publication status	Published - 2006

Access to Document

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title = "On Numerical Approximation of Stochastic Burgers' Equation",

author = "Aureli Alabert and Istv{\'a}n Gyongy",

year = "2006",

doi = "10.1007/978-3-540-30788-4_1",

language = "English",

isbn = "978-3-540-30782-2",

pages = "1--15",

editor = "Yuri Kabanov and Robert Liptser and Jordan Stoyanov",

booktitle = "From Stochastic Calculus to Mathematical Finance. The Shiryaev Festschrift",

}

TY - CHAP

T1 - On Numerical Approximation of Stochastic Burgers' Equation

AU - Alabert, Aureli

AU - Gyongy, István

PY - 2006

Y1 - 2006

U2 - 10.1007/978-3-540-30788-4_1

DO - 10.1007/978-3-540-30788-4_1

M3 - Chapter

SN - 978-3-540-30782-2

SP - 1

EP - 15

BT - From Stochastic Calculus to Mathematical Finance. The Shiryaev Festschrift

A2 - Kabanov, Yuri

A2 - Liptser, Robert

A2 - Stoyanov, Jordan

ER -