Pages that link to "Item:Q2009114"
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The following pages link to Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114):
Displaying 4 items.
- Numerical simulations of nonlinear stochastic Newell-Whitehead-Segel equation and its measurable properties (Q2088796) (← links)
- Analysis of sparse grid multilevel estimators for multi-dimensional Zakai equations (Q2091299) (← links)
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
- Strong convergence analysis of spectral fractional diffusion equation driven by Gaussian noise with Hurst parameter less than \(\frac{1}{2}\) (Q6551769) (← links)
