Pages that link to "Item:Q4581904"

The following pages link to Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904):

Displayed 5 items.

• Iterated stochastic integrals in infinite dimensions: approximation and error estimates (Q2287874) ‎ (← links)
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) ‎ (← links)
• An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition (Q5117947) ‎ (← links)
• A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations (Q5226660) ‎ (← links)
• A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) ‎ (← links)