Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
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Date
2010-06Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
StochasticsVolume
Pages / Article No.
Publisher
Taylor & FrancisSubject
Milstein scheme; Stochastic partial differential equations; Zakai equation; Numerical schemeOrganisational unit
03435 - Schwab, Christoph / Schwab, Christoph
Notes
see also: http://e-citations.ethbib.ethz.ch/view/pub:71982. Received: 1 April 2009; Final version received: 26 January 2010.More
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ETH Bibliography
yes
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