Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793)
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scientific article; zbMATH DE number 7318962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations |
scientific article; zbMATH DE number 7318962 |
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10 March 2021
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expansion
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exponential Milstein scheme
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exponential Wagner-Platen scheme
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generalized multiple Fourier series
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infinite-dimensional \(Q\)-Wiener process
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iterated stochastic Itô integral
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Legendre polynomials
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mean-square approximation
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multiple Fourier-Legendre series
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multiplicative trace class noise
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non-commutative semilinear stochastic partial differential equation
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math.PR
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