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dc.contributor.author
Jentzen, Arnulf
dc.contributor.author
Röckner, Michael
dc.date.accessioned
2017-06-11T16:45:24Z
dc.date.available
2017-06-11T16:45:24Z
dc.date.issued
2015-03
dc.identifier.issn
1615-3375
dc.identifier.issn
1615-3383
dc.identifier.other
10.1007/s10208-015-9247-y
dc.identifier.uri
http://hdl.handle.net/20.500.11850/99509
dc.language.iso
en
dc.publisher
Springer
dc.subject
Milstein scheme
dc.subject
Stochastic partial differential equation
dc.subject
SPDE
dc.subject
Stochastic differential equation
dc.subject
SDE
dc.subject
Numerical approximation
dc.subject
Higher-order approximation
dc.subject
60H35
dc.subject
65C30
dc.title
A Milstein Scheme for SPDEs
dc.type
Journal Article
ethz.journal.title
Foundations of computational mathematics
ethz.journal.volume
15
ethz.journal.issue
2
ethz.journal.abbreviated
Found. comput. math. (Print)
ethz.pages.start
313
ethz.pages.end
362
ethz.notes
Received 8 February 2012, Revised 7 March 2014, Accepted 28 August 2014, Published online 5 March 2015.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
004066730
ethz.publication.place
New York, NY
ethz.publication.status
published
ethz.date.deposited
2017-06-11T16:46:17Z
ethz.source
ECIT
ethz.identifier.importid
imp5936530c5019375901
ethz.ecitpid
pub:155655
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-13T12:59:11Z
ethz.rosetta.lastUpdated
2017-12-21T19:24:59Z
ethz.rosetta.versionExported
true
ethz.COinS
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