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Erratum: Almost sure convergence of a semi-discrete Milstein scheme for SPDEs of Zakai type
- Source :
- Stochastics. 84:561-561
- Publication Year :
- 2011
- Publisher :
- Informa UK Limited, 2011.
-
Abstract
- In Equation (10) of Ref. [5], the mixed terms of the stochastic increments are missing, as has been pointed out in Refs [3,4]. Equation (10) should read This recursion can be efficiently simulated ...
Details
- ISSN :
- 17442516 and 17442508
- Volume :
- 84
- Database :
- OpenAIRE
- Journal :
- Stochastics
- Accession number :
- edsair.doi...........8def0950400b8224737c84e62732caf5