An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304): Difference between revisions

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-Peter E. Kloeden
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+Peter E. Kloeden
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+Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
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+\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
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+OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES
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