Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions
DOI10.1007/s11075-019-00871-yzbMath1456.65006arXiv1812.05198OpenAlexW3113093802WikidataQ115602969 ScholiaQ115602969MaRDI QIDQ827086
Arnulf Jentzen, Primož Pušnik, Felix Lindner
Publication date: 6 January 2021
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.05198
stochastic partial differential equationstochastic convolutionstrong convergence rateexponential moment boundtamed-truncated numerical approximation
PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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