3 citations · 5 across the 5 of their papers we have counts for
6 papers
Strong convergence rates of tamed exponential Euler schemes for superlinear hyperbolic SPDEs
Katharina Klioba
In this paper, we prove pathwise uniform convergence at rates up to for tamed exponential Euler schemes for semilinear hyperbolic stochastic evolution equations with superlin…
The stochastic Cahn-Hilliard equation in critical spaces
Simon Bau, Gideon Chiusole, Sarah Geiss +2
We study stochastic Cahn-Hilliard equations in bounded smooth domains with a double-well potential, transport-type noise, and natural Neumann boundary conditions in dimensions $d\l…
Milstein-type Schemes for Hyperbolic SPDEs
Felix Kastner, Katharina Klioba
This article studies the temporal approximation of hyperbolic semilinear stochastic evolution equations with multiplicative Gaussian noise by Milstein-type schemes. We take the ter…
Approximation of Random Evolution Equations of Parabolic type
Katharina Klioba, Christian Seifert
In this paper, we present an abstract framework to obtain convergence rates for the approximation of random evolution equations corresponding to a random family of forms determined…
Temporal approximation of stochastic evolution equations with irregular nonlinearities
Katharina Klioba, Mark Veraar
In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial valu…
Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs
Katharina Klioba, Mark Veraar
In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the l…