Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg–Landau equations-Reference-Cited by-同舟云学术

Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg–Landau equations

Published:2019-01 Issue:1 Volume:129 Page:28-69
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Becker Sebastian,Jentzen Arnulf

Funder

SNSF

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference28 articles.

1. S. Becker, A. Jentzen, Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations, arXiv:1601.05756, 2016, 58 pages.

2. Galerkin approximations for the stochastic Burgers equation;Blömker;SIAM J. Numer. Anal.,2013

3. Second Order PDE’s in Finite and Infinite Dimension;Cerrai,2001

4. Convergence rates of the splitting scheme for parabolic linear stochastic Cauchy problems;Cox;SIAM J. Numer. Anal.,2010

5. Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise;Cox;Numer. Math.,2013

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