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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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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