@article{paperid:1030881, author = {M. Bishehniasar and Soheili, Ali Reza}, title = {Approximation of stochastic advection-diffusion equation using compact finite difference technique}, journal = {Iranian Journal of Science and Technology-Transaction A: Science}, year = {2013}, volume = {37}, number = {3}, month = {April}, issn = {1028-6276}, pages = {327--333}, numpages = {6}, keywords = {Stochastic partial differential equation; compact finite difference scheme; stability; semi-implicit Milstein method}, }