On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients

DOI10.1214/19-AOP1345MaRDI QIDQ2184812

Arnulf Jentzen, Martin Hutzenthaler

Publication date: 29 May 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.0295

zbMATH Keywords

stochastic differential equationperturbationconvergence rateCahn-Hilliard-Cook equationstochastic Burgers equationnonglobally monotonesmall-noise analysis

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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