"Enhancing the Order of the Milstein Scheme for Stochastic Partial ..."

Claudine Leonhard, Andreas Rößler (2018)

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DOI: 10.1137/16M1094087

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type: Journal Article

metadata version: 2020-10-26

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Claudine Leonhard, Andreas Rößler:
Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise. SIAM J. Numer. Anal. 56(4): 2585-2622 (2018)

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