Abstract
We study a stochastic boundary value problem on (0,1)d of elliptic type in dimension d ź 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 stochastic partial differential equation in the Lp(ΩL2(D))-norm, for some values of p.
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