Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations
- Journal Article
Journal / seriesStochastic Processes and their Applications
SubjectStochastic partial differential equation; L p convergence; Almost sure convergence; Milstein scheme; Galerkin method; Finite Element method; Backward Euler scheme; Advection–diffusion equation
Organisational unit03435 - Schwab, Christoph
NotesReceived 12 July 2011, Accepted 2 January 2013, Available online 9 January 2013.
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