Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations

2 references·9 citing·37 second hop

FromToDepth

this work references cited by second hop

References

1983Stochastic Differential Equations and Diffusion Processes3,836 cited
1999Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II227 cited

Cited by

2010Weak approximation of stochastic partial differential equations: the nonlinear case129 cited
2020On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients128 cited
2015Loss of regularity for Kolmogorov equations81 cited
2017Stochastic Gradient Descent in Continuous Time55 cited
2016TAYLOR EXPANSIONS OF SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE153 cited
2010Taylor expansions of solutions of stochastic partial differential equations with additive noise49 cited
2007An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise38 cited
20162 APPROXIMATING ROUGH STOCHASTIC PDES32 cited
2007Optimal Pointwise Approximation of a Linear Stochastic Heat Equation with Additive Space-Time White Noise27 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work