Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

Jianbo Cui, Jialin Hong. Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient. SIAM J. Numerical Analysis, 57(4):1815-1841, 2019. [doi]

Authors

Jianbo Cui

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Jialin Hong

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