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20152025
most citedStrong convergence of the tamed and the semi-tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition

7 citations · 11 across the 16 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

math.NA2017★ 2 cited

Strong Convergence of the Linear Implicit Euler Method for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise

Antoine Tambue, Jean Daniel Mukam

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive…

math.NA2017

Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure

Jean Daniel Mukam, Antoine Tambue

This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random…