Claudine Leonhard

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case
Stochastic and Partial Differential Equations. Analysis and Computations
2023-11-30Paper
An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition
Springer Proceedings in Mathematics & Statistics
2020-08-26Paper
Iterated stochastic integrals in infinite dimensions: approximation and error estimates
Stochastic and Partial Differential Equations. Analysis and Computations
2020-01-22Paper
An Analysis of the Milstein Scheme for SPDEs without a Commutative Noise Condition
 
2019-10-08Paper
Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise
SIAM Journal on Numerical Analysis
2018-08-21Paper


Research outcomes over time


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