{
  "id": "1006.1389",
  "version": "v1",
  "published": "2010-06-07T22:20:08.000Z",
  "updated": "2010-06-07T22:20:08.000Z",
  "title": "Accelerated finite difference schemes for stochastic partial differential equations in the whole space",
  "authors": [
    "Istvan Gyongy",
    "Nicolai Krylov"
  ],
  "comment": "24 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of convergence by Richardson's method.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-06-07T22:20:08.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "65M06",
      "60H15",
      "65B05"
    ],
    "keywords": [
      "stochastic partial differential equations",
      "accelerated finite difference schemes",
      "finite difference approximations",
      "linear stochastic pdes",
      "parabolic type"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 24,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1006.1389G"
    }
  }
}