Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type (Q3585335): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2024359995 / rank | |||
Normal rank | |||
Revision as of 23:26, 19 March 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
