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20162019
most citedStrong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations

2 citations · 2 across the 2 of their papers we have counts for

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3 papers

math.PR2019★ 2 cited

Strong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations

Martin Hutzenthaler, Arnulf Jentzen, Felix Lindner +1

The main result of this article establishes strong convergence rates on the whole probability space for explicit space-time discrete numerical approximations for a class of stochas…

math.PR2018

Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions

Arnulf Jentzen, Felix Lindner, Primož Pušnik

In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform Hölder continuity in time, and strong convergence rates for a…

math.PR2016

Exponential moments for numerical approximations of stochastic partial differential equations

Arnulf Jentzen, Primož Pušnik

Stochastic partial differential equations (SPDEs) have become a crucial ingredient in a number of models from economics and the natural sciences. Many SPDEs that appear in such app…