Geodesic
Newton’s method for first-order stochastic functional partial differential equations
Commentationes Mathematicae, Tome 54 (2014) no. 1, pp. 51-64.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

We apply Newton’s method to hyperbolic stochastic functional partial differential equations of the first order driven by a multidimensional Brownian motion. We prove a first-order convergence and a second-order convergence in a probabilistic sense.
DOI : 10.14708/cm.v54i1.761
Classification : 60H15, 35R60, 35R10
Mots-clés : Stochastic functional partial differential equations 
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Monika Wrzosek. Newton’s method for first-order stochastic functional partial differential equations. Commentationes Mathematicae, Tome 54 (2014) no. 1, pp.  51-64. doi : 10.14708/cm.v54i1.761. http://geodesic.mathdoc.fr/articles/10.14708/cm.v54i1.761/

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