Add to ORKGAbstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler ap-proximations is estimated under strong monotonicity and Lipschitz conditions. The results are applied to a class of quasilinear stochastic PDEs of parabolic type. 1
We first generalize, in an abstract framework, results on the order of convergence of a semi-discret...
AbstractWe are interested in the strong convergence and almost sure stability of Euler–Maruyama (EM)...
We provide a rate for the strong convergence of Euler approximations for stochastic differential equ...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
25 pages - The research of I. Gyöngy is partially supported by EU Network HARP. The research of A. M...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evoluti...
The topic of the talk were the time approximation of quasi linear stochastic partial differential eq...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
AbstractIn this paper, we are concerned with the numerical approximation of stochastic differential ...
The thesis deals with various aspects of the study of stochastic partial differential equations driv...
We establish weak convergence rates for noise discretizations of a wide class of stochastic evolutio...
Strong convergence results on tamed Euler schemes, which approximate stochastic differential equatio...
We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type ap...
We first generalize, in an abstract framework, results on the order of convergence of a semi-discret...
AbstractWe are interested in the strong convergence and almost sure stability of Euler–Maruyama (EM)...
We provide a rate for the strong convergence of Euler approximations for stochastic differential equ...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
25 pages - The research of I. Gyöngy is partially supported by EU Network HARP. The research of A. M...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evoluti...
The topic of the talk were the time approximation of quasi linear stochastic partial differential eq...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
AbstractIn this paper, we are concerned with the numerical approximation of stochastic differential ...
The thesis deals with various aspects of the study of stochastic partial differential equations driv...
We establish weak convergence rates for noise discretizations of a wide class of stochastic evolutio...
Strong convergence results on tamed Euler schemes, which approximate stochastic differential equatio...
We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type ap...
We first generalize, in an abstract framework, results on the order of convergence of a semi-discret...
AbstractWe are interested in the strong convergence and almost sure stability of Euler–Maruyama (EM)...
We provide a rate for the strong convergence of Euler approximations for stochastic differential equ...