Czechoslovak Mathematical Journal, first online, pp. 1-17


The method of lines for hyperbolic stochastic functional partial differential equations

Monika Wrzosek, Maria Ziemlańska

Received March 31, 2016.   First published February 5, 2018.

Abstract:  We apply an approximation by means of the method of lines for hyperbolic stochastic functional partial differential equations driven by one-dimensional Brownian motion. We study the stability with respect to small $L^2$-perturbations.
Keywords:  stochastic partial differential equation; stability of the method of lines; white noise; Volterra stochastic equation
Classification MSC:  60H15, 35R60, 49M25
DOI:  10.21136/CMJ.2018.0155-16

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Affiliations:   Monika Wrzosek, Maria Ziemlańska, Institute of Mathematics, University of Gdańsk, Wita Stwosza 57, 80-952 Gdańsk, Poland, e-mails: mwrzosek@mat.ug.edu.pl, mziemlan@mat.ug.edu.pl


 
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