An exponential Wagner-Platen type scheme for SPDEs - Research Collection

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Author

Becker, Sebastian

Jentzen, Arnulf

Kloeden, Peter E.

Date

2016

Type

Journal Article

Citations

Cited 22 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1137/15M1008762

Journal / series

SIAM Journal on Numerical Analysis

Volume

54(4)

Pages / Article No.

2389 - 2426

Publisher

SIAM

Subject

Exponential Wagner-Platen scheme; SPDE; Stochastic partial differential equation; Strong convergence

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Citations

Cited 22 times in Scopus

ETH Bibliography

yes

Altmetrics