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- W2027512146 abstract "A semidiscrete Milstein scheme for stochastic partial differential equations of Zakai type on a bounded domain of R^d is derived. It is shown that the order of convergence of this scheme is 1 for convergence in mean square sense. For almost sure convergence the order of convergence is proved to be 1 - e for any e > 0." @default.
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- W2027512146 date "2009-01-01" @default.
- W2027512146 modified "2023-09-26" @default.
- W2027512146 title "Almost sure convergence of a semidiscrete Milstein scheme for SPDE's of Zakai type" @default.
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