37 citations · 102 across the 10 of their papers we have counts for
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math.NA2012★ 4 cited
Higher order spatial approximations for degenerate parabolic stochastic partial differential equations
Eric Joseph Hall
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation whe…
math.PR2012★ 10 cited
Accelerated spatial approximations for time discretized stochastic partial differential equations
Eric Joseph Hall
The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equatio…