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dc.contributor.author
Lang, Annika
dc.contributor.author
Chow, Pao-Liu
dc.contributor.author
Potthoff, Jürgen
dc.date.accessioned
2017-06-09T18:16:12Z
dc.date.available
2017-06-09T18:16:12Z
dc.date.issued
2010-06
dc.identifier.issn
1744-2508
dc.identifier.issn
0090-9491
dc.identifier.issn
1744-2516
dc.identifier.other
10.1080/17442501003653497
dc.identifier.uri
http://hdl.handle.net/20.500.11850/43648
dc.language.iso
en
dc.publisher
Taylor & Francis
dc.subject
Milstein scheme
dc.subject
Stochastic partial differential equations
dc.subject
Zakai equation
dc.subject
Numerical scheme
dc.title
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
dc.type
Journal Article
ethz.journal.title
Stochastics
ethz.journal.volume
82
ethz.journal.issue
3
ethz.pages.start
315
ethz.pages.end
326
ethz.notes
see also: http://e-citations.ethbib.ethz.ch/view/pub:71982. Received: 1 April 2009; Final version received: 26 January 2010.
ethz.identifier.nebis
000018077
ethz.publication.place
Abingdon
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.date.deposited
2017-06-09T18:16:45Z
ethz.source
ECIT
ethz.identifier.importid
imp59364ecde739f87708
ethz.ecitpid
pub:72262
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-31T12:15:16Z
ethz.rosetta.lastUpdated
2018-10-01T15:09:44Z
ethz.rosetta.versionExported
true
ethz.COinS
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