Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift

Butkovsky, O, Dareiotis, K and Gerencsér, M (2023) Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift. SIAM Journal on Numerical Analysis, 61 (2). pp. 1103-1137. ISSN 0036-1429

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Butkovsky, O
  • Dareiotis, K
  • Gerencsér, M
Copyright, Publisher and Additional Information:

© 2023 Society for Industrial and Applied Mathematics. This is an author produced version of an article published in SIAM Journal on Numerical Analysis. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: SPDE; finite differences; regularization by noise; irregular drift
Dates:
  • Published: April 2023
  • Published (online): 28 April 2023
  • Accepted: 28 November 2022
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 13 Dec 2022 10:11
Last Modified: 02 May 2023 11:59
Status: Published
Publisher: Society for Industrial and Applied Mathematics
Identification Number: 10.1137/21M1454213
Open Archives Initiative ID (OAI ID):

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