@article{MazzonettoSalimova2020,
  author    = {Mazzonetto, Sara and Salimova, Diyora},
  title     = {Existence, uniqueness, and numerical approximations for stochastic burgers equations},
  series = {Stochastic analysis and applications},
  volume    = {38},
  journal   = {Stochastic analysis and applications},
  number    = {4},
  publisher = {Taylor \& Francis Group},
  address   = {Philadelphia},
  issn      = {0736-2994},
  doi       = {10.1080/07362994.2019.1709503},
  pages     = {623 -- 646},
  year      = {2020},
  abstract  = {In this article, we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities. The proof of this result exploits the properties of an existing fully explicit space-time discrete approximation scheme, in particular the fact that it satisfies suitable a priori estimates. We also obtain almost sure and strong convergence of the approximation scheme to the mild solutions of the considered SPDEs. We conclude by applying the main result of the article to the stochastic Burgers equations with additive space-time white noise.},
  language  = {en}
}
@article{DereudreMazzonettoRoelly2017,
  author    = {Dereudre, David and Mazzonetto, Sara and Roelly, Sylvie},
  title     = {Exact simulation of Brownian diffusions with drift admitting jumps},
  series = {SIAM journal on scientific computing},
  volume    = {39},
  journal   = {SIAM journal on scientific computing},
  number    = {3},
  publisher = {Society for Industrial and Applied Mathematics},
  address   = {Philadelphia},
  issn      = {1064-8275},
  doi       = {10.1137/16M107699X},
  pages     = {A711 -- A740},
  year      = {2017},
  abstract  = {In this paper, using an algorithm based on the retrospective rejection sampling scheme introduced in [A. Beskos, O. Papaspiliopoulos, and G. O. Roberts,Methodol. Comput. Appl. Probab., 10 (2008), pp. 85-104] and [P. Etore and M. Martinez, ESAIM Probab.Stat., 18 (2014), pp. 686-702], we propose an exact simulation of a Brownian di ff usion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps, providing numerical simulations. Our main contribution is to manage the technical di ffi culty due to the presence of t w o jumps thanks to a new explicit expression of the transition density of the skew Brownian motion with two semipermeable barriers and a constant drift.},
  language  = {en}
}
@article{Mazzonetto2020,
  author    = {Mazzonetto, Sara},
  title     = {On an approximation of 2-D stochastic Navier-Stokes equations},
  series = {Lectures in pure and applied mathematics},
  journal   = {Lectures in pure and applied mathematics},
  number    = {6},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  isbn      = {978-3-86956-485-2},
  issn      = {2199-4951},
  doi       = {10.25932/publishup-47205},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472053},
  pages     = {87 -- 96},
  year      = {2020},
  language  = {en}
}