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20052023
most citedAdaptive time-stepping for Stochastic Partial Differential Equations with non-Lipschitz drift

8 citations · 53 across the 24 of their papers we have counts for

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math.NA2023

Weak Convergence Of Tamed Exponential Integrators for Stochastic Differential Equations

Utku Erdogan, Gabriel J. Lord

We prove weak convergence of order one for a class of exponential based integrators for SDEs with non-globally Lipschtiz drift. Our analysis covers tamed versions of Geometric Brow…