3 citations · 5 across the 5 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…