pathwise approximation
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Higher order pathwise approximation for the stochastic Burgers' equation with additive noise

Applied Numerical Mathematics ◽

10.1016/j.apnum.2020.12.011 ◽

2021 ◽

Vol 162 ◽

pp. 67-80

Author(s):

Feroz Khan

Keyword(s):

Additive Noise ◽

Burgers Equation ◽

Higher Order ◽

Stochastic Burgers Equation ◽

Pathwise Approximation

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On the pathwise approximation of stochastic differential equations

BIT Numerical Mathematics ◽

10.1007/s10543-015-0597-2 ◽

2015 ◽

Vol 56 (3) ◽

pp. 1101-1129 ◽

Cited By ~ 5

Author(s):

Tony Shardlow ◽

Phillip Taylor

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Approximation

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Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients

Numerische Mathematik ◽

10.1007/s00211-008-0200-8 ◽

2008 ◽

Vol 112 (1) ◽

pp. 41-64 ◽

Cited By ~ 34

Author(s):

A. Jentzen ◽

P. E. Kloeden ◽

A. Neuenkirch

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence ◽

Pathwise Approximation

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Pathwise approximation and simulation for the Zakai filtering equation through operator splitting

CALCOLO ◽

10.1007/bf02575854 ◽

1993 ◽

Vol 30 (3) ◽

pp. 219-239 ◽

Cited By ~ 8

Author(s):

M. Sun ◽

R. Glowinski

Keyword(s):

Operator Splitting ◽

Pathwise Approximation

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