Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise
Article in Applied Numerical Mathematics (August 2024)
The most recent citing publications are shown below. View all 12 publications that cite this research output on Dimensions.
Strong convergence of adaptive time-stepping schemes for the stochastic Allen–Cahn equation
Article in IMA Journal of Numerical Analysis (May 2024)
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications
Preprint in arXiv (March 2024)