\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations

DOI10.1016/j.spa.2013.01.003zbMath1263.60063OpenAlexW2047368043MaRDI QIDQ1947594

Annika Lang, Andrea Barth

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

zbMATH Keywords

Galerkin methodfinite element methodalmost sure convergencestochastic partial differential equationadvection-diffusion equationMilstein schemebackward Euler scheme\(L^{p}\) convergence

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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