2 papers
math.PR2022
Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise
Martin Hutzenthaler, Robert Link
In this article we establish strong convergence rates on the whole probability space for explicit full-discrete approximations of stochastic Burgers equations with multiplicative t…
math.PR2022
The Kolmogorov backward equation for stochastic Burgers equations and for stochastic 2D-Navier-Stokes equations
Martin Hutzenthaler, Robert Link
In this book we establish under suitable assumptions the uniqueness and existence of viscosity solutions of Kolmogorov backward equations for stochastic partial differential equati…