\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
type: Item
instance of: scholarly article
title: \(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
zbMATH Open document ID: 1263.60063
author: Andrea Barth
author: Annika Lang
published in: Stochastic Processes and their Applications
publication date: 2013-04-22T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 6156570
zbMATH Keywords: stochastic partial differential equation
zbMATH Keywords: \(L^{p}\) convergence
zbMATH Keywords: almost sure convergence
zbMATH Keywords: Milstein scheme
zbMATH Keywords: Galerkin method
zbMATH Keywords: finite element method
zbMATH Keywords: backward Euler scheme
zbMATH Keywords: advection-diffusion equation
MaRDI profile type: Publication
full work available at URL: j.spa.2013.01.003
OpenAlex ID: W2047368043
DOI: 10.1016/J.SPA.2013.01.003
description: scientific article; zbMATH DE number 6156570