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Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
Authors:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui
Favorite  |  View/Download:15/0  |  Submit date:2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus