Pages that link to "Item:Q5117947"
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The following pages link to An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition (Q5117947):
Displaying 5 items.
- A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
- On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion (Q5073873) (← links)
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)