Pages that link to "Item:Q1935507"
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The following pages link to Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507):
Displaying 23 items.
- Finite difference schemes for linear stochastic integro-differential equations (Q312003) (← links)
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) (← links)
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise (Q1996954) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises (Q2333224) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise (Q2801320) (← links)
- The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← links)
- A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes (Q2957052) (← links)
- An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
- Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904) (← links)
- Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method (Q5117943) (← links)
- A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations (Q5226660) (← links)
- A mild Itô formula for SPDEs (Q5234473) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)