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20062025
most citedRooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

75 citations · 283 across the 17 of their papers we have counts for

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math.NA2015

Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise

Claudine Leonhard, Andreas Rößler

We consider a higher-order Milstein scheme for stochastic partial differential equations with trace class noise which fulfill a certain commutativity condition. A novel technique t…