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
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Mechanics
In Finance
- Charles-Edouard Br'ehier
- Arnaud Debussche
- Michael Röckner
- Martina Hofmanov'a
- Martin Hairer
- Yingchao Xie
- Xiaobin Sun
- Panagiotis E. Souganidis
Citations in the corpus
- Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients (2014, unknown): “3 in [48] establishes (40) for all δ1, δk ∈ (−1, 0], k ∈ {1, 2} with the constraint that δ1 + δ2 > −1 in the case of additive noise.”
- 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].”