Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions

Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

(2019) Daniel Conus et al.   ANNALS OF APPLIED PROBABILITY

On the randomized complexity of Banach space valued integration

(2014) Stefan Heinrich et al.   STUDIA MATHEMATICA

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

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

Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise

(2013) Sonja Cox et al.   NUMERISCHE MATHEMATIK

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

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

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

Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems

(2010) Sonja Cox et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Stochastic evolution equations in UMD Banach spaces

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

Multilevel Monte Carlo Path Simulation

(2008) Michael B. Giles   OPERATIONS RESEARCH