Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities

Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients

(2016) Sotirios Sabanis   ANNALS OF APPLIED PROBABILITY

On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation

(2015) Mihály Kovács et al.   JOURNAL OF APPLIED PROBABILITY

Stochastic C-Stability and B-Consistency of Explicit and Implicit Euler-Type Schemes

(2015) Wolf-Jürgen Beyn et al.   JOURNAL OF SCIENTIFIC COMPUTING

Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations

(2013) Martin Hutzenthaler et al.   ANNALS OF APPLIED PROBABILITY

A note on tamed Euler approximations

(2013) Sotirios Sabanis   ELECTRONIC COMMUNICATIONS IN PROBABILITY

Finite-element-based discretizations of the incompressible Navier-Stokes equations with multiplicative random forcing

(2013) Z. Brzezniak et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

(2013) M. V. Tretyakov et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

(2012) Martin Hutzenthaler et al.   ANNALS OF APPLIED PROBABILITY

The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

(2012) Xiaojie Wang et al.   JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS

Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise

(2011) Arnulf Jentzen et al.   JOURNAL OF DIFFERENTIAL EQUATIONS

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

(2010) M. Hutzenthaler et al.   PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES

Stochastic evolution equations in UMD Banach spaces

(2008) J.M.A.M. van Neerven et al.   JOURNAL OF FUNCTIONAL ANALYSIS