Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise
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Publication:6121368
DOI10.4208/jms.v56n4.23.05OpenAlexW4389639006MaRDI QIDQ6121368
Publication date: 26 February 2024
Published in: Journal of Mathematical Study (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/jms.v56n4.23.05
stabilitystrong convergencemultiplicative noisestochastic Allen-Cahn equationextended Milstein scheme
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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