5 citations · 19 across the 13 of their papers we have counts for
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math.PR2018★ 5 cited
On the Itô-Alekseev-Gröbner formula for stochastic differential equations
Anselm Hudde, Martin Hutzenthaler, Arnulf Jentzen +1
In this article we establish a new formula for the difference of a test function of the solution of a stochastic differential equation and of the test function of an Itô process. T…
math.PR2018★ 2 cited
Strong convergence for explicit space-time discrete numerical approximation for 2D stochastic Navier-Stokes equations
Sara Mazzonetto
In this paper we show the strong convergence of a fully explicit space-time discrete approximation scheme for the solution process of the two-dimensional incompressible stochastic…