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

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An Exponential Wagner--Platen Type Scheme for SPDEs
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    An Exponential Wagner--Platen Type Scheme for SPDEs (English)
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    18 August 2016
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    stochastic partial differential equations
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    exponential Wagner-Platen scheme
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    strong convergence
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