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Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions

Published Online: 2020-12-10

Published Print: 2020-12

Authors

Jentzen, Arnulf

Lindner, Felix

Pušnik, Primož https://orcid.org/0000-0002-1553-9223
Funding

Funding for this research was provided by:

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung (200021˙156603)
License Information

Text and Data Mining valid from 2020-12-01

Version of Record valid from 2020-12-01
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Article History

Received: 19 December 2018

Accepted: 27 December 2019

First Online: 10 December 2020

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