An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304)

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An Exponential Wagner--Platen Type Scheme for SPDEs
scientific article

    Statements

    title
    An Exponential Wagner--Platen Type Scheme for SPDEs (English)
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    author
    Sebastian Becker
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    Arnulf Jentzen
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    Peter E. Kloeden
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    publication date
    18 August 2016
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    zbMATH Keywords
    stochastic partial differential equations
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    exponential Wagner-Platen scheme
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    strong convergence
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    Identifiers

    DOI
    10.1137/15M1008762
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    Mathematics Subject Classification ID
    60H35
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    60H15
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    65C30
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    60F15
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    zbMATH DE Number
    6618014
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