62 citations · 309 across the 13 of their papers we have counts for
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math.NA2012★ 2 cited
Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation
Mihály Kovács, Jacques Printems
In this paper we investigate a discrete approximation in time and in space of a Hilbert space valued stochastic process satisfying a stochastic linear evolu…
math.NA2012★ 49 cited
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes
M. Kovács, S. Larsson, F. Lindgren
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an ab…