A Simplified Milstein Scheme for SPDEs with Multiplicative Noise
This paper deals with a research question raised by Jentzen and Röckner (A Milstein scheme for SPDEs, arXiv:1001.2751v4 (2012)), whether the exponential term in their introduced scheme can be replaced by a simpler mollifier. This replacement can lead to more simplification and computational reductio...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/140849 |