Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type (Q3585335)
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scientific article; zbMATH DE number 5773389
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| English | Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type |
scientific article; zbMATH DE number 5773389 |
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Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type (English)
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19 August 2010
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Milstein scheme
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stochastic partial differential equations
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Zakai equation
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numerical scheme
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0.8574510216712952
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0.8528552651405334
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0.7910572290420532
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