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20152020
most citedWeak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations

11 citations · 19 across the 5 of their papers we have counts for

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q-fin.MF2019

Strong convergence rates for Markovian representations of fractional processes

Philipp Harms

Many fractional processes can be represented as an integral over a family of Ornstein-Uhlenbeck processes. This representation naturally lends itself to numerical discretizations,…