15 citations · 22 across the 5 of their papers we have counts for
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Strong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations
Martin Hutzenthaler, Arnulf Jentzen, Felix Lindner +1
The main result of this article establishes strong convergence rates on the whole probability space for explicit space-time discrete numerical approximations for a class of stochas…
Malliavin regularity and weak approximation of semilinear SPDE with Lévy noise
Adam Andersson, Felix Lindner
We investigate the weak order of convergence for space-time discrete approximations of semilinear parabolic stochastic evolution equations driven by additive square-integrable Lévy…
Strong convergence of a half-explicit Euler scheme for constrained stochastic mechanical systems
Felix Lindner, Holger Stroot
This paper is concerned with the numerical approximation of stochastic mechanical systems with nonlinear holonomic constraints. Such systems are described by second order stochasti…
Poisson Malliavin calculus in Hilbert space with an application to SPDE
Adam Andersson, Felix Lindner
In this paper we introduce a Hilbert space-valued Malliavin calculus for Poisson random measures. It is solely based on elementary principles from the theory of point processes and…
Weak error analysis via functional Itô calculus
Mihály Kovács, Felix Lindner
We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functi…