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

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+Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
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+\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
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+Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition
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+Full discretization of the stochastic Burgers equation with correlated noise
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+The pathwise numerical approximation of stationary solutions of semilinear stochastic evolution equations
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+A mild Itô formula for SPDEs
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+Stochastic Equations in Infinite Dimensions
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+Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
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+Numerical schemes for rough parabolic equations
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+Weakly Singular Discrete Gronwall Inequalities
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+Time-discretization of the zakai equation for diffusion processes observed in correlated noise
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+Q4433608
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+Time-discretised Galerkin approximations of parabolic stochastic PDE's
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+On the splitting-up method and stochastic partial differential equations
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+Numerical analysis of semilinear stochastic evolution equations in Banach spaces
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+Approximation for semilinear stochastic evolution equations
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+Geometric theory of semilinear parabolic equations
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+Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise
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+Efficient simulation of nonlinear parabolic SPDEs with additive noise
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+The numerical approximation of stochastic partial differential equations
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+Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
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+Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
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+A Milstein scheme for SPDEs
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+Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
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+Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE
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+Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
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+Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
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+A numerical scheme for stochastic PDEs with Gevrey regularity
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+A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
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+Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
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+A random map implementation of implicit filters
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+An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
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+Lower bounds and nonuniform time discretization for approximation of stochastic heat equations
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+Q3504253
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+OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES
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+Dynamics of evolutionary equations
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+A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise
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+Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise
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