70 citations · 150 across the 39 of their papers we have counts for
Showing 2018 · math.NAShow all
2 papers · 2 filters
math.NA2018★ 5 cited
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise
Sonja Cox, Erika Hausenblas
We provide convergence rates for space approximations of semi-linear stochastic differential equations with multiplicative noise in a Hilbert space. The space approximations we con…
math.NA2018★ 7 cited
Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method
Erika Hausenblas, Tsiry Randrianasolo
A time-discretization of the stochastic incompressible Navier--Stokes problem by penalty method is analyzed. Some error estimates are derived, combined, and eventually arrive at a…