Simulation Code: Milstein-type Schemes for Hyperbolic SPDEs

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Felix Kastner, Katharina Klioba
DOI: 10.5281/zenodo.18229440
Cited by: 0

Abstract

Simulation code accompanying the paper `Milstein-type Schemes for Hyperbolic SPDEs`.

Fields of Study & Subjects

Numerical methods for differential equations Stochastic processes and financial applications Advanced Numerical Methods in Computational Mathematics

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
13 January 2026