Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE |
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Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (English)
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27 November 2019
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stochastic partial differential equations
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Milstein scheme
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stochastic finite differences
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splitting schemes
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mean-square stability
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\(L_2\)-convergence
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