2 problems

Let $d\geq 3$, let $h_{x_i}=h_0\cdot 2^{-l_i}$ for $i=1,\ldots,d$, and let $\Delta=\Delta_1\otimes\cdots\otimes\Delta_d$ be the tensor product of the first-order difference operato…

Let $d\geq 3$, and let $v$ solve the $d$-dimensional Zakai SPDE. For a spatial grid with spacings $h_{x_i}>0$, let $V_{i_1,\ldots,i_d}^N$ denote the implicit finite-difference appr…