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20112023
most citedExponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations

66 citations · 454 across the 28 of their papers we have counts for

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math.NA2019★ 47 cited

Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise

Meng Cai, Siqing Gan, Xiaojie Wang

We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. Th…