70 citations · 274 across the 23 of their papers we have counts for
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Localization errors in solving stochastic partial differential equations in the whole space
Máté Gerencsér, István Gyöngy
Cauchy problems with SPDEs on the whole space are localized to Cauchy problems on a ball of radius . This localization reduces various kinds of spatial approximation schemes to…
Finite difference schemes for stochastic partial differential equations in Sobolev spaces
Máté Gerencsér, István Gyöngy
We discuss -estimates for finite difference schemes approximating parabolic, possibly degenerate, SPDEs, with initial conditions from and free terms taking values in $…
Higher order derivative estimates for finite-difference schemes
István Gyöngy, Nicolai Krylov
We give sufficient conditions under which solutions of finite-difference schemes in the space variable for second order possibly degenerate parabolic and elliptic equations admit e…
First derivatives estimates for finite-difference schemes
I. Gyongy, N. Krylov
We give sufficient conditions under which solutions of discretized in space second-order parabolic and elliptic equations, perhaps degenerate, admit estimates of the first derivati…