Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

By Xiaojie Wang, Siqing Gan. 2013

57 citations recorded by the source corpus.

Subfields: Computational Mechanics, Finance

View Paper: https://www.semanticscholar.org/paper/2f60d8aaef75a87ff9de499881ba1026673a8c3e

How researchers see this paper

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In Computational Mechanics

  1. Charles-Edouard Br'ehier
  2. Arnaud Debussche
  3. Franco Flandoli

In Finance

  1. Charles-Edouard Br'ehier
  2. Arnaud Debussche
  3. Michael Röckner
  4. Martina Hofmanov'a
  5. Martin Hairer
  6. Yingchao Xie
  7. Xiaobin Sun
  8. Panagiotis E. Souganidis

Citations in the corpus