On the Rate of Convergence of Splitting-up Approximations for SPDEs

By István Gyöngy, Nicolai V. Krylov. 2003

63 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ebd82c59a907f127121b49a18841ba523d5e76d7

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

1. Arnulf Jentzen
2. Peter E. Kloeden
3. Bixiang Wang

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

• Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients (2013, unknown): “See [7] and also Gy¨ongy and Krylov [2].”
• The Numerical Approximation of Stochastic Partial Differential Equations (2009, methodology): “Beside this prevalent strategy also the splitting up approach for temporal discretizations (see [8, 60, 38, 39, 40, 89]), the Wiener chaos expansion (see [57, 87, 86, 90, 88, 92]) and the particle method (see [80, 13, 14, 11, 12, 15]) are frequently used ways to construct numerical approximations fo”