21 citations · 64 across the 14 of their papers we have counts for
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math.NA2023
Convergent finite difference schemes for stochastic transport equations
Ulrik S. Fjordholm, Kenneth H. Karlsen, Peter H. C. Pang
We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish stability and convergence of the difference approximations…
math.AP2023
Second order commutator estimates in renormalisation theory for SPDEs with gradient-type noise
Peter H. C. Pang
An important step in standard renormalisation arguments involve convolution against a standard mollifier. As pointed out in (Punshon-Smith--Smith 2018), this generates second order…
math.PR2023
Weak convergence of stochastic integrals
Kenneth H. Karlsen, Peter H. C. Pang
The convergence of stochastic integrals driven by a sequence of Wiener processes (with convergence in ) is crucial in the analysis of stochastic partial differentia…