Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE
Crossref DOI link: https://doi.org/10.1007/s10543-019-00761-8
Published Online: 2019-06-18
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Reisinger, Christoph
Wang, Zhenru http://orcid.org/0000-0002-6101-8939
Funding for this research was provided by:
University of Oxford
Text and Data Mining valid from 2019-06-18
Version of Record valid from 2019-06-18
Article History
Received: 10 December 2018
Accepted: 5 June 2019
First Online: 18 June 2019