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Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations
5 references·0 citing·17 second hop
Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations (2007)Rate of Convergence of Implicit Approxima…Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II (1999)Lattice Approximations for St…Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering (1990)Stochastic Evolution Systems:…On stochastic squations with respect to semimartingales III (1982)On stochastic squations with …Stochastic partial differential equations and filtering of diffusion processes (1980)Stochastic partial differenti…On stochastic equations with respect to semimartingales I.† (1980)On stochastic equations with …Controlled Diffusion Processes (1980)Existence of strong solutions for Itô's stochastic equations via approximations (1996)Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations (2000)An introduction to stochastic partial differential equations (2006)Weak approximation of stochastic partial differential equations: the nonlinear case (2010)Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (2014)Weak and strong solutions of stochastic differential equations: Existence and stability (1981)Un Cours sur les Intégrales Stochastiques (2002)Stochastic Evolution Equations of Jump Type: Existence, Uniqueness and Large Deviation Principles (2007)On stochastics equations with respect to semimartingales ii. itô formula in banach spaces (1982)LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE (2010)Optimal Control for Partially Observed Diffusions (1982)Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions (1983)Backward doubly stochastic differential equations and systems of quasilinear SPDEs (1994)Adapted solution of a degenerate backward spde, with applications (1997)On linear, degenerate backward stochastic partial differential equations (1999)Stochastic flows of SDEs with irregular coefficients and stochastic transport equations (2009)
this work references cited by second hop

References

  • 1980Stochastic partial differential equations and filtering of diffusion processes576 cited
  • 1999Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II227 cited
  • 1980On stochastic equations with respect to semimartingales I.†197 cited
  • 1990Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering171 cited
  • 1982On stochastic squations with respect to semimartingales III93 cited

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