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A Milstein Scheme for SPDEs
Jentzen, Arnulf, Röckner, Michael
Published in Foundations of computational mathematics (01.04.2015)
Published in Foundations of computational mathematics (01.04.2015)
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Simulating systems of Itô SDEs with split-step $ (\alpha, \beta) $-Milstein scheme
Ranjbar, Hassan, Torkzadeh, Leila, Baleanu, Dumitru, Nouri, Kazem
Published in AIMS mathematics (01.01.2023)
Published in AIMS mathematics (01.01.2023)
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