89 citations · 251 across the 12 of their papers we have counts for
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math.PR2015★ 14 cited
Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
Adam Andersson, Arnulf Jentzen, Ryan Kurniawan
In this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the…
math.NA2015★ 49 cited
Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
Adam Andersson, Raphael Kruse
In this paper the numerical approximation of stochastic differential equations satisfying a global monotonicity condition is studied. The strong rate of convergence with respect to…