Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations

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

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

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

(2019) Arnulf Jentzen et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

OUP accepted manuscript

(2018)   IMA JOURNAL OF NUMERICAL ANALYSIS

Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg–Landau equations

(2018) Sebastian Becker et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

On explicit order 1.5 approximations with varying coefficients: The case of super-linear diffusion coefficients

(2018) Sotirios Sabanis et al.   JOURNAL OF COMPLEXITY

Strong convergence for explicit space–time discrete numerical approximation methods for stochastic Burgers equations

(2018) Arnulf Jentzen et al.   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

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

(2016) Sotirios Sabanis   ANNALS OF APPLIED PROBABILITY

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

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

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

OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES

(2008) THOMAS MÜLLER-GRONBACH et al.   Stochastics and Dynamics