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arxiv: 2210.17536 · v1 · pith:DE4AR6RVnew · submitted 2022-10-31 · 🧮 math.PR

Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise

Martin Hutzenthaler , Robert Link This is my paper
classification 🧮 math.PR
keywords approximationsburgersconvergenceequationsestablishfull-discretemultiplicativenoise
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In this article we establish strong convergence rates on the whole probability space for explicit full-discrete approximations of stochastic Burgers equations with multiplicative trace-class noise. The key step in our proof is to establish uniform exponential moment estimates for the numerical approximations.

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Cited by 2 Pith papers

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