Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
By Mihály Kovács, Stig Larsson, Fredrik Lindgren. BIT Numerical Mathematics, 2011
81 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/2dd0f0adfaaedf053fdd3c93a5fd103447558597
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Theory and Mathematics
- Charles-Edouard Br'ehier
- Arnulf Jentzen
- Arnaud Debussche
- M. Roeckner
- Giuseppe Da Prato
- Michael Röckner
- Martin Hairer
- Massimiliano Gubinelli
In Finance
- Charles-Edouard Br'ehier
- Arnaud Debussche
- Giuseppe Da Prato
- Arnulf Jentzen
- M. Roeckner
- Michael Röckner
- Martin Hairer
- Martina Hofmanov'a
In Statistics and Probability
- Arnaud Debussche
- Charles-Edouard Br'ehier
- Giuseppe Da Prato
- M. Roeckner
- Arnulf Jentzen
- Peter E. Kloeden
- Michael Röckner
Citations in the corpus
- A mild Itô formula for SPDEs (2010, methodology): “This transformation is based on an idea in Conus & Dalang [16] and Conus [15] (see also Debussche & Printems [27], Lindner & Schilling [73] and Kovács, Larsson & Lindgren [62]).”
- Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients (2014, unknown): “, [32, 16, 11, 13, 15, 21, 14, 3, 22, 25, 23, 24, 4, 5, 2, 34, 36, 17, 12, 35].”
- Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient (2017, background): “This has been the subject of many articles in the last decade, see [5], [7], [9], [20], [21], [24], [27], [32], [33], [47], [51], [52].”