Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type (Q3585335): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Pao-Liu Chow / rank | |||
| Property / author | |||
| Property / author: Juergen Potthoff / rank | |||
Revision as of 03:17, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type |
scientific article |
Statements
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type (English)
0 references
19 August 2010
0 references
Milstein scheme
0 references
stochastic partial differential equations
0 references
Zakai equation
0 references
numerical scheme
0 references
