Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507): Difference between revisions

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Latest revision as of 05:29, 6 July 2024

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Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
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    Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (English)
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    18 February 2013
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    finite element method
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    stochastic partial differential equation
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    martingale
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    Galerkin method
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    Zakai equation
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    advection-diffusion PDE
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    Milstein scheme
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    Karhunen-Loève expansion
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    nonequidistant time stepping
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