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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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math.NA2019

Strong convergence of the backward Euler approximation for the finite element discretization of semilinear parabolic SPDEs with non-global Lipschitz drift driven by additive noise

Jean Daniel Mukam, Antoine Tambue

This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized…

math.NA2019

Strong Convergence of the Linear Implicit Euler Method for the Finite Element Discretization of Semilinear non-Autonomous SPDEs Driven by Multiplicative or Additive Noise

Jean Daniel Mukam, Antoine Tambue

This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise…