Pathwise Numerical Approximations of SPDEs with Additive Noise under Non-global Lipschitz Coefficients

By Arnulf Jentzen. 2009

65 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/57657d077f43b3deea8969eefab2784bf4e8a980

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Peter E. Kloeden
2. Arnulf Jentzen
3. Xuerong Mao
4. Sotirios Sabanis
5. Michaela Szolgyenyi
6. Tony Shardlow
7. Hoang-Long Ngo
8. Daichi Taguchi

In Statistics and Probability

1. Peter E. Kloeden
2. Arnulf Jentzen

Citations in the corpus

• TAYLOR EXPANSIONS OF SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (2010, methodology): “We refer to [21, 22, 24, 25] for estimations of the convergence orders of these schemes and also for numerical simulations for these schemes.”