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Felix Kastner

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Open access Sep 2026

Milstein-type schemes for hyperbolic SPDEs

This article studies the temporal approximation of hyperbolic semilinear stochastic evolution equations with multiplicative Gaussian noise by Milstein-type schemes.  We take the term hyperbolic to mean that the leading operator generates a contractive, not necessarily analytic $C_0$-semigroup. Optimal convergence rates...

Felix Kastner, Katharina Klioba · 1 citation

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