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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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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    ItĂ´ stochastic integral
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    Milstein scheme
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    finite element method
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