Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368)

scientific article; zbMATH DE number 7809621

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English	Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise	scientific article; zbMATH DE number 7809621

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instance of

scholarly article

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title

Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (English)

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DOI

10.4208/jms.v56n4.23.05

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author

Xiao Qi

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published in

Journal of Mathematical Study

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publication date

26 February 2024

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Mathematics Subject Classification ID

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stochastic Allen-Cahn equation

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multiplicative noise

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strong convergence

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extended Milstein scheme

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stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.4208/jms.v56n4.23.05

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OpenAlex ID

W4389639006

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cites work

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Q4839745

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Mathematics(1 entry)

mardi Publication:6121368