\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (Q1947594): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2013.01.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2047368043 / rank | |||
Normal rank | |||
Latest revision as of 23:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations |
scientific article |
Statements
\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (English)
0 references
22 April 2013
0 references
stochastic partial differential equation
0 references
\(L^{p}\) convergence
0 references
almost sure convergence
0 references
Milstein scheme
0 references
Galerkin method
0 references
finite element method
0 references
backward Euler scheme
0 references
advection-diffusion equation
0 references
