Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type (Q3585335): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type |
scientific article |
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Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type (English)
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19 August 2010
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Milstein scheme
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stochastic partial differential equations
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Zakai equation
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numerical scheme
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