Cubature Methods For Stochastic (Partial) Differential Equations In Weighted Space

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Author

Date

2013-12

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

Stochastic partial differential equations

Volume

1(4)

Pages / Article No.

634 - 663

Publisher

Springer

Subject

Cubature on Wiener space; Stochastic partial differential equations; High order weak approximation scheme; 60H15; 65C35; 46N30

Organisational unit

03845 - Teichmann, Josef / Teichmann, Josef

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ETH Bibliography

yes

Altmetrics

Research Collection