Konstantinos Dareiotis

SIAM J. Numer. Anal., April, 2023

2022

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise.

[BibT_eX]

[DOI]

CoRR, 2022

2021

Optimal rate of convergence for approximations of SPDEs with non-regular drift.

[BibT_eX]

[DOI]

CoRR, 2021

2020

Ergodicity for Stochastic Porous Media Equations with Multiplicative Noise.

[BibT_eX]

[DOI]

Benjamin Gess

Pavlos Tsatsoulis

SIAM J. Math. Anal., 2020

On finite difference schemes for partial integro-differential equations of Lévy type.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2020

2019

Approximation of SDEs - a stochastic sewing approach.

[BibT_eX]

[DOI]

CoRR, 2019

2016

On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations.

[BibT_eX]

[DOI]