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