Citation: Hutzenthaler, Martin et Jentzen, Arnulf, On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients, Annals of probability (Online) , 48(1), 2020, pp. 52-93
Authors:
Jentzen, Arnulf
Kloeden, Peter
Winkel, Georg
Citation: Jentzen, Arnulf et al., Efficient simulation of nonlinear parabolic SPDEs with additive noise, Annals of applied probability , 21(3), 2011, pp. 908-950
Authors:
Hutzenthaler, Martin
Jentzen, Arnulf
Kloeden, Peter E.
Citation: Hutzenthaler, Martin et al., Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations, Annals of applied probability , 23(5), 2013, pp. 1913-1966