Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise

DOI10.1007/s00211-024-01425-8MaRDI QIDQ6644043

Arnulf Jentzen, Sonja Cox, Felix Lindner

Publication date: 27 November 2024

Published in: Numerische Mathematik (Search for Journal in Brave)

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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