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math.PR2013★ 4 cited
On the boundedness of solutions of SPDEs
Konstantinos Dareiotis, Máté Gerencsér
In this paper estimates for the uniform norm of solutions of parabolic SPDEs are derived. The result is obtained through iteration techniques, motivated by the work of Moser in det…
math.PR2013★ 26 cited
Finite Difference Schemes for Linear Stochastic Integro-Differential Equations
Konstantinos Dareiotis, James-Michael Leahy
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in…