5 citations · 7 across the 3 of their papers we have counts for
5 papers
Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term
Mihály Kovács, Jacques Printems
In this paper we are interested in the numerical approximation of the marginal distributions of the Hilbert space valued solution of a stochastic Volterra equation driven by an add…
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…
Stability of the stochastic heat equation in
Nicolas Fournier, Jacques Printems
We consider the white-noise driven stochastic heat equation on with Lipschitz-continuous drift and diffusion coefficients and . We derive an inequali…
Absolute continuity for some one-dimensional processes
Nicolas Fournier, Jacques Printems
We introduce an elementary method for proving the absolute continuity of the time marginals of one-dimensional processes. It is based on a comparison between the Fourier transform…
Weak order for the discretization of the stochastic heat equation
Arnaud Debussche, Jacques Printems
In this paper we study the approximation of the distribution of Hilbert--valued stochastic process solution of a linear parabolic stochastic partial differential equation wri…