\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
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Publication:1947594
DOI10.1016/j.spa.2013.01.003zbMath1263.60063MaRDI QIDQ1947594
Publication date: 22 April 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.01.003
Galerkin method; finite element method; almost sure convergence; stochastic partial differential equation; advection-diffusion equation; Milstein scheme; backward Euler scheme; \(L^{p}\) convergence
60F15: Strong limit theorems
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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