The Numerical Approximation of Stochastic Partial Differential Equations
By Arnulf Jentzen, Peter E. Kloeden. 2009
174 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/c668043ba3fbdacef4857b077d5c2a33c7ae4025
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
- Arnulf Jentzen
- Peter E. Kloeden
- Eric Vanden-Eijnden
- Martin Hutzenthaler
- Martin Hairer
- Massimiliano Gubinelli
- Jeremy Quastel
- Andrew M. Stuart
In Finance
- Arnulf Jentzen
- Peter E. Kloeden
- Martin Hutzenthaler
- Martin Hairer
- Eric Vanden-Eijnden
- Xuerong Mao
- Sotirios Sabanis
- Peter K. Friz
In Statistics and Probability
- Peter E. Kloeden
- Arnulf Jentzen
- Eric Vanden-Eijnden
- Martin Hutzenthaler
- Martin Hairer
- Massimiliano Gubinelli
- Jinghai Shao
- A. Kupiainen
Citations in the corpus
- Loss of regularity for Kolmogorov equations (2012, background): “, the books and overview articles [42, 43, 52, 24, 3, 53, 56, 38, 41] for extensive lists of references.”
- On the Accuracy of Finite-Volume Schemes for Fluctuating Hydrodynamics (2009, background): “We note that the stochastic “forcing” in (4) is essentially a divergence of white noise, modeling conservative intrinsic (thermal) fluctuations [47], rather than the more common external fluctuations modeled through white noise forcing [21; 39].”
- 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.”