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09/19/2022
Strong convergence of parabolic rate 1 of discretisations of stochastic Allen-Cahn-type equations
Consider the approximation of stochastic Allen-Cahn-type equations (i.e....
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04/27/2022
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
We study the strong rate of convergence of the Euler–Maruyama scheme for...
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10/12/2021
Optimal rate of convergence for approximations of SPDEs with non-regular drift
A fully discrete finite difference scheme for stochastic reaction-diffus...
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09/17/2019
