17 citations · 80 across the 17 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
math.PR2018
Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions
Arnulf Jentzen, Felix Lindner, Primož Pušnik
In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform Hölder continuity in time, and strong convergence rates for a…
math.CA2018★ 3 cited
On the Alekseev-Gröbner formula in Banach spaces
Arnulf Jentzen, Felix Lindner, Primož Pušnik
The Alekseev-Gröbner formula is a well known tool in numerical analysis for describing the effect that a perturbation of an ordinary differential equation (ODE) has on its solution…
math.PR2018
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…