2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2015★ 2 cited
On the convergence analysis of the inexact linearly implicit Euler scheme for a class of SPDEs
Petru A. Cioica, Stephan Dahlke, Nicolas Döhring +6
This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme…
math.PR2012
An Inequality Related to Negative Definite Functions
M. Lifshits, R. L. Schilling, I. Tyurin
This is a substantially generalized version of the preprint arXiv:1105.4214 by Lifshits and Tyurin. We prove that for any pair of i.i.d. random vectors in and any real…