Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise

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Publication:4581904

DOI10.1137/16M1094087zbMath1432.65161arXiv1509.08427OpenAlexW2886623333MaRDI QIDQ4581904

Claudine Leonhard, Andreas Rößler

Publication date: 21 August 2018

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.08427




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