\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (Q1947594): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations |
scientific article |
Statements
\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (English)
0 references
22 April 2013
0 references
stochastic partial differential equation
0 references
\(L^{p}\) convergence
0 references
almost sure convergence
0 references
Milstein scheme
0 references
Galerkin method
0 references
finite element method
0 references
backward Euler scheme
0 references
advection-diffusion equation
0 references
