| Publication | Date of Publication | Type |
|---|
The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise
Journal of Computational and Applied Mathematics | 2022-10-06 | Paper |
Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations
BIT | 2022-08-09 | Paper |
The BDF2-Maruyama Scheme for Stochastic Evolution Equations with Monotone Drift
| 2021-05-18 | Paper |
A discrete stochastic Gronwall lemma
Mathematics and Computers in Simulation | 2021-03-01 | Paper |
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
Foundations of Computational Mathematics | 2019-11-22 | Paper |
A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Application of Randomized Quadrature Formulas to the Finite Element Method for Elliptic Equations
| 2019-08-23 | Paper |
A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
Mathematics of Computation | 2019-08-01 | Paper |
Two quadrature rules for stochastic Itô-integrals with fractional Sobolev regularity
Communications in Mathematical Sciences | 2019-04-24 | Paper |
Numerical analysis of stochastic processes (to appear)
De Gruyter Textbook | 2018-05-02 | Paper |
Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients
Computational Methods in Applied Mathematics | 2018-01-10 | Paper |
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
| 2017-09-04 | Paper |
Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
Journal of Scientific Computing | 2017-06-06 | Paper |
Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
BIT | 2017-03-02 | Paper |
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-02-03 | Paper |
Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes
Journal of Scientific Computing | 2016-07-05 | Paper |
Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
IMA Journal of Numerical Analysis | 2014-02-28 | Paper |
Strong and weak approximation of semilinear stochastic evolution equations
Lecture Notes in Mathematics | 2013-10-09 | Paper |
Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
Electronic Journal of Probability | 2012-10-23 | Paper |
Discrete approximation of stochastic differential equations
Boletín de la Sociedad Española de Matemática Aplicada. S\(\vec{\text{e}}\)MA | 2012-07-16 | Paper |
Characterization of bistability for stochastic multistep methods
BIT | 2012-03-23 | Paper |
Two-sided error estimates for the stochastic theta method
Discrete and Continuous Dynamical Systems. Series B | 2010-09-22 | Paper |
