62 citations · 309 across the 13 of their papers we have counts for
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math.PR2014
Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
Mihály Kovács, Felix Lindner, René L. Schilling
We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive Lévy noise. We first d…
math.PR2014★ 52 cited
Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
Boris Baeumer, Matthias Geissert, Mihaly Kovacs
We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the…