activity
20132024
most citedRate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

71 citations · 100 across the 13 of their papers we have counts for

collaborators
Showing 2018 · math.PRShow all

1 paper · 2 filters

math.PR2018

On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise

Yaozhong Hu, Yanghui Liu, Samy Tindel

In this note we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order…