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An approximation of stochastic hyperbolic equations: case with Wiener process

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dc.contributor.authorAshyralyev, A.
dc.contributor.authorAkat, Muzaffer
dc.contributor.departmentInternational Finance
dc.contributor.ozuauthorAKAT, Muzaffer
dc.date.accessioned2014-07-04T13:28:47Z
dc.date.available2014-07-04T13:28:47Z
dc.date.issued2013-06
dc.descriptionDue to copyright restrictions, the access to the full text of this article is only available via subscription.en_US
dc.description.abstractIn the present paper, the two-step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of difference schemes for the numerical solution of four problems for hyperbolic equations are obtained. The theoretical statements for the solution of this difference scheme are supported by the results of the numerical experiment.en_US
dc.identifier.doi10.1002/mma.2666
dc.identifier.endpage1106
dc.identifier.issn1099-1476
dc.identifier.issue9
dc.identifier.scopus2-s2.0-84878020373
dc.identifier.startpage1095
dc.identifier.urihttp://hdl.handle.net/10679/442
dc.identifier.urihttps://doi.org/10.1002/mma.2666
dc.identifier.volume36
dc.identifier.wos000319220400009
dc.language.isoengen_US
dc.peerreviewedyesen_US
dc.publicationstatuspublisheden_US
dc.publisherWileyen_US
dc.relation.ispartofMathematical Methods in the Applied Sciences
dc.relation.publicationcategoryInternational Refereed Journal
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.subject.keywordsDifference schemesen_US
dc.subject.keywordsStochastic hyperbolic equationen_US
dc.subject.keywordsConvergence estimatesen_US
dc.titleAn approximation of stochastic hyperbolic equations: case with Wiener processen_US
dc.typeArticleen_US
dspace.entity.typePublication
relation.isOrgUnitOfPublicatione7fcb811-af49-4ec2-b289-d39850ce6728
relation.isOrgUnitOfPublication.latestForDiscoverye7fcb811-af49-4ec2-b289-d39850ce6728

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