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math.PR2025
Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises
Peter E. Kloeden, Ricardo M. S. Rosa
It is well known that the Euler method for a random ordinary differential equation driven by a stochastic process with …
math.PR2025
Fokker-Planck equation for stochastic heat equations
Qingyan Meng, Jinqiao Duan, Jinlong Wei +1
This work is devoted to the study of the Fokker--Planck equation for a stochastic heat equation with an additive -Wiener noise and non-homogeneous boundary conditions. We explic…