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math.NA2019
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
Mihály Kovács, Annika Lang, Andreas Petersson
We consider the numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise. For the spatial approximation we consider a standard…
math.NA2019★ 1 cited
Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations
Monika Eisenmann, Mihály Kovács, Raphael Kruse +1
In this paper, we derive error estimates of the backward Euler-Maruyama method applied to multi-valued stochastic differential equations. An important example of such an equation i…