We propose an extragradient method with stepsizes bounded away from zero for stochastic
variational inequalities requiring only pseudomonotonicity. We provide convergence and …

Uncertainty Quantification (UQ) is an emerging and extremely active research discipline
which aims to quantitatively treat any uncertainty in applied models. The primary objective of …

In this paper, we propose dynamic sampled stochastic approximated (DS-SA) extragradient
methods for stochastic variational inequalities (SVIs) that are robust with respect to an …

This article is a review of Lévy processes, stochastic integration and existence results for
stochastic differential equations and stochastic partial differential equations driven by Lévy …

The aim of this article is to provide further strong convergence results for a spatio-temporal
discretization of semilinear parabolic stochastic partial differential equations driven by …

This paper is concerned about stochastic convective Brinkman–Forchheimer (SCBF)
equations subjected to multiplicative pure jump noise in bounded or periodic domains. Our …

We investigate the large-scale behaviour of the Self-Repelling Brownian Polymer (SRBP) in
the critical dimension\(d= 2\). The SRBP is a model of self-repelling motion, which is formally …

We establish a general theory of optimal strong error estimation for numerical
approximations of a second-order parabolic stochastic partial differential equation with …

For 0< β< 6 π, we prove that the distribution of the centred maximum of the ε-regularised
continuum sine-Gordon field on the two-dimensional torus converges to a randomly shifted …

We establish an existence and uniqueness result for a class of multidimensional quadratic
backward stochastic differential equations (BSDE). This class is characterized by constraints …