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We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only.
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Mathematical Foundations of Neuroscience
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Strong and Weak Divergence in Finite Time of Euler’s Method for Stochastic Differential Equations With Non-Globally Lipschitz Continuous Coefficients
M. Hutzenthaler, A. Jentzen and P. E. Kloeden · 2011
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Rates of Convergence for Discretizations of the Stochastic Incompressible Navier-Stokes Equations
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Mathematical Physiology: I: Cellular Physiology
J. Keener and J. Sneyd · 2008
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Analytical and Simulation Results for the Stochastic Spatial FitzHugh-Nagumo Model Neuron
H. C. Tuckwell · 2008
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E. Carelli and A. Prohl · 2012
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Strong Convergence of an Explicit Numerical Method for SDEs With Nonglobally Lipschitz Continuous Coefficients
M. Hutzenthaler, A. Jentzen and P. E. Kloeden · 2012
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