The following pages link to (Q5423780):
Displaying 16 items.
- Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching (Q272472) (← links)
- Random attractors for a class of stochastic partial differential equations driven by general additive noise (Q550028) (← links)
- SPDE in Hilbert space with locally monotone coefficients (Q600966) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Rate of convergence of space time approximations for stochastic evolution equations (Q1016097) (← links)
- Optimal strong rates of convergence for a space-time discretization of the stochastic Allen-Cahn equation with multiplicative noise (Q1642864) (← links)
- Weak order for the discretization of the stochastic heat equation driven by impulsive noise (Q1935447) (← links)
- Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes (Q2158594) (← links)
- Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108) (← links)
- Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition (Q2446702) (← links)
- On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation (Q2949840) (← links)
- Weak order for the discretization of the stochastic heat equation (Q3055122) (← links)
- Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
- Numerical approximation of multiplicative SPDEs (Q4902868) (← links)
- Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients (Q5864764) (← links)
- Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> (Q6086360) (← links)
