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math.NA2023★ 3 cited
Temporal approximation of stochastic evolution equations with irregular nonlinearities
Katharina Klioba, Mark Veraar
In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial valu…
math.NA2023★ 2 cited
Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs
Katharina Klioba, Mark Veraar
In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the l…