Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations
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DOI: 10.1016/j.spa.2013.01.003
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Cited by:
- Barth, Andrea & Stüwe, Tobias, 2018. "Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 143(C), pages 215-225.
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Keywords
Stochastic partial differential equation; Lp convergence; Almost sure convergence; Milstein scheme; Galerkin method; Finite Element method; Backward Euler scheme; Advection–diffusion equation;All these keywords.
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