Claudine von Hallern

An Analysis of the Milstein Scheme for SPDEs without a Commutative Noise Condition pdf

Andreas Rößler, Claudine von Hallern, 2019, ArXiv.

A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case pdf

Andreas Rößler, Claudine von Hallern, Andreas Rössler, 2020, Stochastics and Partial Differential Equations: Analysis and Computations.