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19982026
most citedStrong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift

84 citations · 987 across the 100 of their papers we have counts for

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math.NA2019★ 4 cited

Convergent numerical approximation of the stochastic total variation flow

Ľubomír Baňas, Michael Röckner, André Wilke

We study the stochastic total variation flow (STVF) equation with linear multiplicative noise. By considering a limit of a sequence of regularized stochastic gradient flows with re…

math.NA2010★ 71 cited

A Milstein scheme for SPDEs

Arnulf Jentzen, Michael Roeckner

This article studies an infinite dimensional analog of Milstein's scheme for finite dimensional stochastic ordinary differential equations (SODEs). The Milstein scheme is known to…