Pages that link to "Item:Q3585335"

The following pages link to Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type (Q3585335):

Displaying 10 items.

• Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) (← links)
• A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
• A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
• Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
• A Milstein scheme for SPDEs (Q2351803) (← links)
• Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
• An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
• Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904) (← links)
• A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)