An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition (Q5117947)
From MaRDI portal
scientific article; zbMATH DE number 7240111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition |
scientific article; zbMATH DE number 7240111 |
Statements
An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition (English)
0 references
26 August 2020
0 references
SPDE
0 references
Milstein scheme
0 references
Euler scheme
0 references
non-commutative noise
0 references
iterated stochastic integral
0 references
0 references
0 references
0 references
