If u(t,x) is a solution of a one-dimensional, parabolic, second-order, linear partial differential equation (PDE), then it is known that, under suitable conditions, the number of zero-crossings of the ...
The Feynman-Kac formula represents solutions of linear partial differential equations (PDEs) as expectations and these are approximated by the central limit theorem for iid random variables. The ...
SIAM Journal on Numerical Analysis, Vol. 54, No. 2 (2016), pp. 1093-1119 (27 pages) A fully discrete approximation of the semilinear stochastic wave equation driven by multiplicative noise is ...
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