Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise (Q6049262)
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scientific article; zbMATH DE number 7750619
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| English | Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise |
scientific article; zbMATH DE number 7750619 |
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Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise (English)
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17 October 2023
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stochastic partial differential equations
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multiplicative noise
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Wiener process
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Itô stochastic integral
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Milstein scheme
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finite element method
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0.8672906160354614
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0.8211082220077515
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0.7911034226417542
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0.7901813983917236
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