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
4 papers · 1 filter
Consistency and Stability of a Milstein-Galerkin Finite Element Scheme for Semilinear SPDE
Raphael Kruse
We present an abstract concept for the error analysis of numerical schemes for semilinear stochastic partial differential equations (SPDEs) and demonstrate its usefulness by provin…
Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds
Roman Andreev, Annika Lang
A version of the Kolmogorov-Chentsov theorem on sample differentiability and Hölder continuity of random fields on domains of cone type is proved, and the result is generalized to…
Galerkin approximations for the stochastic Burgers equation
Dirk Blömker, Arnulf Jentzen
Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence…
Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations
E. Weinan, Arnulf Jentzen, Hao Shen
This article analyzes well-definedness and regularity of renormalized powers of Ornstein-Uhlenbeck processes and uses this analysis to establish local existence, uniqueness and reg…