Pages that link to "Item:Q1947594"
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The following pages link to \(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations (Q1947594):
Displayed 12 items.
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) (← links)
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370) (← links)
- A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Mean square convergent three points finite difference scheme for random partial differential equations (Q2377035) (← links)
- Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← 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)
- Simulation of stochastic partial differential equations using finite element methods (Q4648584) (← links)