Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Kloeden, Peter E
and
Jentzen, Arnulf
2007.
Pathwise convergent higher order numerical schemes for random ordinary differential equations.
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences,
Vol. 463,
Issue. 2087,
p.
2929.
Mukhtar, Q.
Hellsten, T.
and
Johnson, T.
2010.
On Solving Singular Diffusion Equations With Monte Carlo Methods.
IEEE Transactions on Plasma Science,
Vol. 38,
Issue. 9,
p.
2185.
von Renesse, Max-K.
and
Scheutzow, Michael
2010.
Existence and uniqueness of solutions of stochastic functional differential equations.
Random Operators and Stochastic Equations,
Vol. 18,
Issue. 3,
Kloeden, P.E.
Lord, G.J.
Neuenkirch, A.
and
Shardlow, T.
2011.
The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds.
Journal of Computational and Applied Mathematics,
Vol. 235,
Issue. 5,
p.
1245.
Szpruch, Lukasz
Mao, Xuerong
Higham, Desmond J.
and
Pan, Jiazhu
2011.
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model.
BIT Numerical Mathematics,
Vol. 51,
Issue. 2,
p.
405.
Hutzenthaler, Martin
and
Jentzen, Arnulf
2011.
Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients.
Foundations of Computational Mathematics,
Vol. 11,
Issue. 6,
p.
657.
Kruse, Raphael
2012.
Characterization of bistability for stochastic multistep methods.
BIT Numerical Mathematics,
Vol. 52,
Issue. 1,
p.
109.
Cox, Sonja
and
Hausenblas, Erika
2012.
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise.
International Journal of Computer Mathematics,
Vol. 89,
Issue. 18,
p.
2460.
Liu, Jie
2013.
Order of Convergence of Splitting Schemes for Both Deterministic and Stochastic Nonlinear Schrödinger Equations.
SIAM Journal on Numerical Analysis,
Vol. 51,
Issue. 4,
p.
1911.
Blömker, Dirk
and
Jentzen, Arnulf
2013.
Galerkin Approximations for the Stochastic Burgers Equation.
SIAM Journal on Numerical Analysis,
Vol. 51,
Issue. 1,
p.
694.
Gyöngy, Istvan
and
Sabanis, Sotirios
2013.
A Note on Euler Approximations for Stochastic Differential Equations with Delay.
Applied Mathematics & Optimization,
Vol. 68,
Issue. 3,
p.
391.
Cox, Sonja Gisela
and
Hausenblas, Erika
2013.
A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces.
Journal of Evolution Equations,
Vol. 13,
Issue. 4,
p.
795.
Hutzenthaler, Martin
Jentzen, Arnulf
and
Kloeden, Peter E.
2013.
Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations.
The Annals of Applied Probability,
Vol. 23,
Issue. 5,
Cox, Sonja
and
van Neerven, Jan
2013.
Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise.
Numerische Mathematik,
Vol. 125,
Issue. 2,
p.
259.
Kumar, Chaman
and
Sabanis, Sotirios
2014.
Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition.
Stochastic Analysis and Applications,
Vol. 32,
Issue. 2,
p.
207.
Przybyłowicz, Paweł
and
Morkisz, Paweł
2014.
Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm.
Applied Numerical Mathematics,
Vol. 78,
Issue. ,
p.
80.
Neuenkirch, Andreas
and
Tindel, Samy
2014.
A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise.
Statistical Inference for Stochastic Processes,
Vol. 17,
Issue. 1,
p.
99.
Akhtari, Bahareh
Babolian, Esmail
and
Neuenkirch, Andreas
2015.
An Euler scheme for stochastic delay differential equations on unbounded domains: Pathwise convergence.
Discrete & Continuous Dynamical Systems - B,
Vol. 20,
Issue. 1,
p.
23.
Lord, Gabriel J.
2015.
digital Encyclopedia of Applied Physics.
p.
1.
Hu, Yaozhong
Huang, Jingyu
Nualart, David
and
Tindel, Samy
2015.
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency.
Electronic Journal of Probability,
Vol. 20,
Issue. none,