Introduces space-time controlled fields calculus for rough stochastic systems to unify composition rules and derive Itô-Wentzell-Alekseev-Gröbner identities.
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UNVERDICTED 3representative citing papers
A spectral Galerkin plus nonlinear-tamed accelerated exponential Euler scheme is proved to converge strongly for the stochastic Burgers equation with cylindrical fractional Brownian motion noise where H is in (1/2, 1).
Proves strong convergence rates for a spectral Galerkin plus nonlinear-tamed exponential integrator scheme on the stochastic Burgers-Huxley equation.
citing papers explorer
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Controlled fields, rough stochastic calculus, and It\^o-Wentzell-Alekseev-Gr\"obner identities
Introduces space-time controlled fields calculus for rough stochastic systems to unify composition rules and derive Itô-Wentzell-Alekseev-Gröbner identities.
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Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
A spectral Galerkin plus nonlinear-tamed accelerated exponential Euler scheme is proved to converge strongly for the stochastic Burgers equation with cylindrical fractional Brownian motion noise where H is in (1/2, 1).
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Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
Proves strong convergence rates for a spectral Galerkin plus nonlinear-tamed exponential integrator scheme on the stochastic Burgers-Huxley equation.