Pages that link to "Item:Q1956545"
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The following pages link to Taylor expansions of solutions of stochastic partial differential equations (Q1956545):
Displayed 13 items.
- Numerical schemes for rough parabolic equations (Q434372) (← links)
- A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
- Simulation of stochastic partial differential equations using finite element methods (Q4648584) (← links)
- Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793) (← links)
- (Q4965807) (← links)
- (Q5071330) (← links)
- Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818) (← links)
- A mild Itô formula for SPDEs (Q5234473) (← links)
- (Q6141903) (← links)
- Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations (Q6163565) (← links)
- Stochastic modeling for describing crystallization droplets in water emulsion (Q6171651) (← links)