Approximation Schemes for Stochastic Differential Equations in Hilbert Space
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Publication:5422351
DOI10.1137/S0040585X97982487zbMath1148.60044OpenAlexW2020819520MaRDI QIDQ5422351
Georgiy M. Shevchenko, Yuliya S. Mishura
Publication date: 19 October 2007
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97982487
mean-square convergenceMilstein schemeItô-Volterra type equationsstochastic semi-linear evolution equations
PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)
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