59 citations · 60 across the 3 of their papers we have counts for
3 papers
math.AP2009★ 1 cited
Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
I. Gyongy, N. Krylov
We give sufficient conditions under which the convergence of finite difference approximations in the space variable of possibly degenerate second order parabolic and elliptic equat…
math.PR2007★ 59 cited
Rate of Convergence of Space Time Approximations for stochastic evolution equations
Istvan Gyöngy, Annie Millet
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some reg…
math.AP2004
An accelerated splitting-up method for parabolic equations
István Gyöngy, Nicolai Krylov
We approximate the solution of the Cauchy problem $$ \frac{\partial}{\partial t} u(t,x)=Lu(t,x)+f(t,x), \quad (t,x)\in(0,T]\times\bR^d, $$ $$ u(0,x)=u_0(x),\quad x\in\bR^d $$ b…