70 citations · 274 across the 23 of their papers we have counts for
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math.PR2018★ 1 cited
Accelerated finite elements schemes for parabolic stochastic partial differential equations
István Gyöngy, Annie Millet
For a class of finite elements approximations for linear stochastic parabolic PDEs it is proved that one can accelerate the rate of convergence by Richardson extrapolation. More pr…
math.AP2018★ 2 cited
On solvability of integro-differential equations
Marta De León-Contreras, István Gyöngy, Sizhou Wu
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniquene…