activity
20072025
most citedStrong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

443 citations · 2.4k across the 59 of their papers we have counts for

collaborators
Showing math.APShow all

1 paper · 1 filter

math.AP2012★ 83 cited

Loss of regularity for Kolmogorov equations

Martin Hairer, Martin Hutzenthaler, Arnulf Jentzen

The celebrated Hörmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE) with smooth coefficient…