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arxiv: math/0508339 · v1 · submitted 2005-08-18 · 🧮 math.PR · math.AP

A lattice scheme for stochastic partial differential equations of elliptic type in dimension dge 4

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keywords dimensionellipticlatticeschemestochastictypeapproximationboundary
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We study a stochastic boundary value problem on $(0,1)^d$ of elliptic type in dimension $d\ge 4$, driven by a coloured noise. An approximation scheme based on a suitable discretization of the Laplacian on a lattice of $(0,1)^d$ is presented; we also give the rate of convergence to the original SPDE in $L^p(\Omega;L^{2}(D))$--norm, for some values of $p$.

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