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

@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Square roots of elliptic second order divergence operators on strongly Lipschitz domains: \(L ^{2}\) theory
+Normal rank
@@ Property / cites work @@
+Q2790538
@@ Property / cites work: Q2790538 / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Simulation of stochastic partial differential equations using finite element methods
+Normal rank
@@ Property / cites work @@
+Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
+Normal rank
@@ Property / cites work @@
+The pathwise numerical approximation of stationary solutions of semilinear stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Q3976823
@@ Property / cites work: Q3976823 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4279409
@@ Property / cites work: Q4279409 / rank @@
+Normal rank
@@ Property / cites work @@
+Short proof of a discrete Gronwall inequality
@@ Property / cites work: Short proof of a discrete Gronwall inequality / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+A theory of bond portfolios
@@ Property / cites work: A theory of bond portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+One-Parameter Semigroups for Linear Evolution Equations
+Normal rank
@@ Property / cites work @@
+Q2730413
@@ Property / cites work: Q2730413 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical treatment of partial differential equations. Revised translation of the 3rd German edition of `Numerische Behandlung partieller Differentialgleichungen' by Martin Stynes.
+Normal rank
@@ Property / cites work @@
+Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
+Normal rank
@@ Property / cites work @@
+The numerical approximation of stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
+Normal rank
@@ Property / cites work @@
+Taylor expansions of solutions of stochastic partial differential equations with additive noise
+Normal rank
@@ Property / cites work @@
+A Milstein scheme for SPDEs
@@ Property / cites work: A Milstein scheme for SPDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic motion and the level set method in computer vision: stochastic active contours
+Normal rank
@@ Property / cites work @@
+On Liu's analyticity criterion for semigroups
@@ Property / cites work: On Liu's analyticity criterion for semigroups / rank @@
+Normal rank
@@ Property / cites work @@
+Q3874765
@@ Property / cites work: Q3874765 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
+Normal rank
@@ Property / cites work @@
+Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales
+Normal rank
@@ Property / cites work @@
+Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
+Normal rank
@@ Property / cites work @@
+Erratum: Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type
+Normal rank
@@ Property / cites work @@
+Fast simulation of Gaussian random fields
@@ Property / cites work: Fast simulation of Gaussian random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation Schemes for Stochastic Differential Equations in Hilbert Space
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Partial Differential Equations with Levy Noise
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Numerical simulation of stochastic PDEs for excitable media
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Methods for Parabolic Problems
+Normal rank
@@ Property / cites work @@
+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
+Normal rank