Add to ORKG25 pages - The research of I. Gyöngy is partially supported by EU Network HARP. The research of A. Millet is partially supported by the research project BMF2003-01345Stochastic 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 approximations is estimated under strong monotonicity and Lipschitz conditions. The results are applied to a class of quasilinear stochastic PDEs of parabolic type
We extend the taming techniques for explicit Euler approximations of stochastic differential equatio...
Please read abstract in the article.The research of Hakima Bessaih was supported by the NSF, United ...
In this work, we generalize the current theory of strong convergence rates for the backward Euler–Ma...
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...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
International audienceStochastic evolutional equations with monotone operators are considered in Ban...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evoluti...
We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type ap...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
International audienceWe study the speed of convergence of the explicit and implicit space-time disc...
The topic of the talk were the time approximation of quasi linear stochastic partial differential eq...
We extend the taming techniques for explicit Euler approximations of stochastic differential equatio...
Please read abstract in the article.The research of Hakima Bessaih was supported by the NSF, United ...
In this work, we generalize the current theory of strong convergence rates for the backward Euler–Ma...
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...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
International audienceStochastic evolutional equations with monotone operators are considered in Ban...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evoluti...
We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type ap...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
International audienceWe study the speed of convergence of the explicit and implicit space-time disc...
The topic of the talk were the time approximation of quasi linear stochastic partial differential eq...
We extend the taming techniques for explicit Euler approximations of stochastic differential equatio...
Please read abstract in the article.The research of Hakima Bessaih was supported by the NSF, United ...
In this work, we generalize the current theory of strong convergence rates for the backward Euler–Ma...