A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439)
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scientific article; zbMATH DE number 7772840
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English | A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case |
scientific article; zbMATH DE number 7772840 |
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A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (English)
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30 November 2023
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stochastic partial differential equation
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Milstein scheme
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numerical analysis
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non-commutative noise
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iterated stochastic integral
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stochastic evolution equation
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