Accelerated Exponential Euler Scheme for Stochastic Heat Equation: Convergence rate of Densities

Research output: Journal article publication › Journal article › Academic research › peer-review

6 Citations (Scopus)

Original language	English
Pages (from-to)	1181-1220
Number of pages	40
Journal	IMA Journal of Numerical Analysis
Volume	43
Issue number	2
DOIs	https://doi.org/10.1093/imanum/drac011
Publication status	Published - Mar 2023

More information

@article{634a38d770324c7daaf5202adb03183e,

title = "Accelerated Exponential Euler Scheme for Stochastic Heat Equation: Convergence rate of Densities",

author = "Chuchu Chen and Jianbo Cui and Jialin Hong and Derui Sheng",

year = "2023",

month = mar,

doi = "10.1093/imanum/drac011",

language = "English",

volume = "43",

pages = "1181--1220",

journal = "IMA Journal of Numerical Analysis",

issn = "0272-4979",

publisher = "Oxford University Press",

number = "2",

}

TY - JOUR

T1 - Accelerated Exponential Euler Scheme for Stochastic Heat Equation: Convergence rate of Densities

AU - Chen, Chuchu

AU - Cui, Jianbo

AU - Hong, Jialin

AU - Sheng, Derui

PY - 2023/3

Y1 - 2023/3

U2 - 10.1093/imanum/drac011

DO - 10.1093/imanum/drac011

M3 - Journal article

SN - 0272-4979

VL - 43

SP - 1181

EP - 1220

JO - IMA Journal of Numerical Analysis

JF - IMA Journal of Numerical Analysis

IS - 2

ER -