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Cited article:

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

Claudine von Hallern and Andreas Rößler
Stochastics and Partial Differential Equations: Analysis and Computations 11 (4) 1672 (2023)
https://doi.org/10.1007/s40072-022-00274-6

Invariant Measures for Nonlinear Conservation Laws Driven by Stochastic Forcing

Gui-Qiang G. Chen and Peter H. C. Pang
Chinese Annals of Mathematics, Series B 40 (6) 967 (2019)
https://doi.org/10.1007/s11401-019-0169-x

Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise

Claudine Leonhard and Andreas Rößler
SIAM Journal on Numerical Analysis 56 (4) 2585 (2018)
https://doi.org/10.1137/16M1094087

The Stampacchia maximum principle for stochastic partial differential equations and applications

Mickaël D. Chekroun, Eunhee Park and Roger Temam
Journal of Differential Equations 260 (3) 2926 (2016)
https://doi.org/10.1016/j.jde.2015.10.022

Invariant measure of scalar first-order conservation laws with stochastic forcing

A. Debussche and J. Vovelle
Probability Theory and Related Fields 163 (3-4) 575 (2015)
https://doi.org/10.1007/s00440-014-0599-z