activity
20042024
most citedOn discretization schemes for stochastic evolution equations

70 citations · 274 across the 23 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

math.NA2015★ 6 cited

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…