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

DOI10.1093/imanum/drac011OpenAlexW4214556892WikidataQ115539039 ScholiaQ115539039MaRDI QIDQ5887501

Derui Sheng, Chuchu Chen, Jianbo Cui, Jialin Hong

Publication date: 12 April 2023

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/drac011

zbMATH Keywords

Malliavin calculusdensitystochastic heat equationconvergence orderaccelerated exponential Euler scheme

Mathematics Subject Classification ID

Numerical analysis (65-XX)

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