\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (Q1947594): Difference between revisions
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Revision as of 05:19, 5 March 2024
scientific article
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English | \(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations |
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\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (English)
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22 April 2013
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stochastic partial differential equation
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\(L^{p}\) convergence
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almost sure convergence
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Milstein scheme
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Galerkin method
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finite element method
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backward Euler scheme
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advection-diffusion equation
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