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· 2013 · Stochastic Processes and their Applications · DOI 10.1016/j.spa.2013.01.003

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Milstein-type Schemes for Hyperbolic SPDEs

math.NA · 2025-12-22 · conditional · novelty 7.0

Milstein schemes for hyperbolic SPDEs with contractive (non-analytic) C0-semigroups converge at rate α∈(1/2,1], up to √log(T/h) for rational schemes and with no log factor for the exponential scheme, in pathwise-uniform L^p error.

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  • Milstein-type Schemes for Hyperbolic SPDEs math.NA · 2025-12-22 · conditional · none · ref 5

    Milstein schemes for hyperbolic SPDEs with contractive (non-analytic) C0-semigroups converge at rate α∈(1/2,1], up to √log(T/h) for rational schemes and with no log factor for the exponential scheme, in pathwise-uniform L^p error.