Corpus ID: 208637429

# Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations

@article{Kuznetsov2019ApplicationOM,
title={Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations},
author={D. Kuznetsov},
journal={arXiv: Probability},
year={2019}
}
The article is devoted to the application of multiple Fourier-Legendre series to implementation of strong exponential Milstein and Wagner-Platen methods for non-commutative semilinear stochastic partial differential equations with multiplicative trace class noise. These methods have strong orders of convergence $1.0-\varepsilon$ and $1.5-\varepsilon$ correspondingly (here $\varepsilon$ is an arbitrary small positive real number) with respect to the temporal discretization. The theorem on mean… Expand
18 Citations

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