\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
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Publication:1947594
DOI10.1016/j.spa.2013.01.003zbMath1263.60063OpenAlexW2047368043MaRDI QIDQ1947594
Publication date: 22 April 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.01.003
Galerkin methodfinite element methodalmost sure convergencestochastic partial differential equationadvection-diffusion equationMilstein schemebackward Euler scheme\(L^{p}\) convergence
Strong limit theorems (60F15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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