1.8k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- ETH ZurichCH99 papers
- University of MünsterDE18 papers
- University of PaviaIT9 papers
- University of ViennaAT9 papers
- University of Duisburg-EssenDE7 papers
- Chinese University of Hong Kong, ShenzhenCN6 papers
- Shenzhen Research Institute of Big DataCN6 papers
- University of Maryland, College ParkUS6 papers
- Princeton UniversityUS5 papers
- TU WienAT5 papers
- Austrian Academy of SciencesAT4 papers
- Chalmers University of TechnologySE4 papers
Showing 2018 · math.PRShow all
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math.PR2018
Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions
Arnulf Jentzen, Felix Lindner, Primož Pušnik
In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform Hölder continuity in time, and strong convergence rates for a…
math.PR2018★ 8 cited
Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations
Sebastian Becker, Benjamin Gess, Arnulf Jentzen +1
Optimal upper and lower error estimates for strong full-discrete numerical approximations of the stochastic heat equation driven by space-time white noise are obtained. In particul…