Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise (Q4581904)
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scientific article; zbMATH DE number 6921480
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| English | Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise |
scientific article; zbMATH DE number 6921480 |
Statements
Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (English)
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21 August 2018
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Milstein scheme
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stochastic partial differential equation
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SPDE
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stochastic differential equation
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SDE
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numerical approximation
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higher-order approximation
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derivative-free approximation
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commutative noise
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\(Q\)-Wiener process
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stochastic evolution equation
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0.8341667056083679
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0.7696112394332886
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0.7425317168235779
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0.7424010634422302
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0.7408885955810547
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