132 citations · 285 across the 5 of their papers we have counts for
Showing 2006 · math.PRShow all
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math.PR2006★ 43 cited
On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
Annie Millet, Pierre-Luc Morien
We study the speed of convergence of the explicit and implicit space-time discretization schemes of the solution to a parabolic partial differential equation in any dimens…
math.PR2006
Rate of Convergence of Implicit Approximations for stochastic evolution equations
Istvan Gyöngy, Annie Millet
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the…