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"An Exponential Wagner-Platen Type Scheme for SPDEs."

Sebastian Becker, Arnulf Jentzen, Peter E. Kloeden (2016)

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DOI: 10.1137/15M1008762

access: closed

type: Journal Article

metadata version: 2021-10-14

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  dblp key:
  - journals/siamnum/BeckerJK16
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  - https://dblp.org/rec/journals/siamnum/BeckerJK16
Sebastian Becker, Arnulf Jentzen, Peter E. Kloeden:
An Exponential Wagner-Platen Type Scheme for SPDEs. SIAM J. Numer. Anal. 54(4): 2389-2426 (2016)

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