A simplified Milstein scheme for SPDEs with multiplicative noise
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Publication:1722168
DOI10.1155/2014/140849zbMath1468.60086OpenAlexW2094532871WikidataQ59035443 ScholiaQ59035443MaRDI QIDQ1722168
Bakhtiyar Ghayebi, Mohammed Hosseini Ali Abadi
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/140849
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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Cites Work
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