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20102026
most citedOptimal Error Estimates of Galerkin Finite Element Methods for Stochastic Partial Differential Equations with Multiplicative Noise

116 citations · 562 across the 17 of their papers we have counts for

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math.PR2013★ 47 cited

Duality in refined Sobolev-Malliavin spaces and weak approximations of SPDE

Adam Andersson, Raphael Kruse, Stig Larsson

We introduce a new family of refined Sobolev-Malliavin spaces that capture the integrability in time of the Malliavin derivative. We consider duality in these spaces and derive a B…

math.NA2013★ 11 cited

Consistency and Stability of a Milstein-Galerkin Finite Element Scheme for Semilinear SPDE

Raphael Kruse

We present an abstract concept for the error analysis of numerical schemes for semilinear stochastic partial differential equations (SPDEs) and demonstrate its usefulness by provin…