Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904)
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scientific article; zbMATH DE number 6921480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise |
scientific article; zbMATH DE number 6921480 |
Statements
Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (English)
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21 August 2018
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Milstein scheme
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stochastic partial differential equation
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SPDE
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stochastic differential equation
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SDE
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numerical approximation
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higher-order approximation
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derivative-free approximation
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commutative noise
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\(Q\)-Wiener process
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stochastic evolution equation
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