Pages that link to "Item:Q1935507"

The following pages link to Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507):

Displayed 8 items.

• Finite difference schemes for linear stochastic integro-differential equations (Q312003) ‎ (← links)
• Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) ‎ (← links)
• Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) ‎ (← links)
• A Milstein scheme for SPDEs (Q2351803) ‎ (← links)
• Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise (Q2801320) ‎ (← links)
• The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) ‎ (← links)
• A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes (Q2957052) ‎ (← links)
• An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) ‎ (← links)