Rate of Convergence of Space Time Approximations for stochastic evolution equations - Archive ouverte HAL Access content directly
Journal Articles Potential Analysis Year : 2009

Rate of Convergence of Space Time Approximations for stochastic evolution equations

Abstract

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of convergence of various numerical approximations are estimated under strong monotonicity and Lipschitz conditions. The abstract setting involves general consistency conditions and is then applied to a class of quasilinear stochastic PDEs of parabolic type.
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Dates and versions

hal-00153372 , version 1 (10-06-2007)
hal-00153372 , version 2 (29-09-2008)

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Cite

Istvan Gyöngy, Annie Millet. Rate of Convergence of Space Time Approximations for stochastic evolution equations. Potential Analysis, 2009, 30 (1), pp.29-64. ⟨10.1007/s11118-008-9105-5⟩. ⟨hal-00153372v2⟩
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