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Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density - MaRDI portal

Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density (Q5887501)

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scientific article; zbMATH DE number 7673886
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Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density
scientific article; zbMATH DE number 7673886

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    Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density (English)
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    12 April 2023
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    density
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    convergence order
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    accelerated exponential Euler scheme
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    stochastic heat equation
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    Malliavin calculus
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