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Leonhard, Claudine

  1. Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise
    2015/09/28 by Leonhard, Claudine, Rößler, Andreas · 1 citation
    #60H15 35R60 65C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
  2. Iterated Stochastic Integrals in Infinite Dimensions - Approximation and Error Estimates
    2017/09/20 by Leonhard, Claudine, Rößler, Andreas · 1 citation
    #60H05 #60H15 (Primary) #65C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)