Electronic Communications in Probability
- Electron. Commun. Probab.
- Volume 18 (2013), paper no. 21, 10 pp.
An approximation scheme of stochastic Stokes equations
Hanbing Liu and Juan Yang
Full-text: Open access
Abstract
This work is concerned with the approximation to the solutions of the stochastic Stokes equations by the splitting up method. We apply the resolvent operator to evaluate the solution of the deterministic equations at the endpoints of every small interval, and the error is estimated. <br />
Article information
Source
Electron. Commun. Probab., Volume 18 (2013), paper no. 21, 10 pp.
Dates
Accepted: 22 March 2013
First available in Project Euclid: 7 June 2016
Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465315560
Digital Object Identifier
doi:10.1214/ECP.v18-2374
Mathematical Reviews number (MathSciNet)
MR3037219
Zentralblatt MATH identifier
1329.60239
Rights
This work is licensed under a Creative Commons Attribution 3.0 License.
Citation
Liu, Hanbing; Yang, Juan. An approximation scheme of stochastic Stokes equations. Electron. Commun. Probab. 18 (2013), paper no. 21, 10 pp. doi:10.1214/ECP.v18-2374. https://projecteuclid.org/euclid.ecp/1465315560
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