\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (Q1947594)

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scientific article; zbMATH DE number 6156570
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\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
scientific article; zbMATH DE number 6156570

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    \(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (English)
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    22 April 2013
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    stochastic partial differential equation
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    \(L^{p}\) convergence
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    almost sure convergence
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    Milstein scheme
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    Galerkin method
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    finite element method
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    backward Euler scheme
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    advection-diffusion equation
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