Erratum: Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type

DOI10.1080/17442508.2011.618884zbMath1255.60115OpenAlexW2489898463MaRDI QIDQ3145074

Annika Lang, Pao-Liu Chow, Juergen Potthoff

Publication date: 13 December 2012

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2011.618884

Mathematics Subject Classification ID

Strong limit theorems (60F15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (2)

Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises ⋮ Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE

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