Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales

Author:

Lang Annika

Funder

European Research Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference37 articles.

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4. Milstein Approximation for Advection-Diffusion Equations Driven by Multiplicative Noncontinuous Martingale Noises;Applied Mathematics & Optimization;2012-08-10

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