Rate of Convergence of Implicit Approximations for stochastic evolution equations

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dc.creatorGyöngy, Istvan
dc.creatorMillet, Annie
dc.date2006-06-20
dc.date2006-10-26
dc.date.accessioned2026-07-07T09:21:48Z
dc.date.available2026-07-07T09:21:48Z
dc.descriptionStochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is estimated under strong monotonicity and Lipschitz conditions. The results are applied to a class of quasilinear stochastic PDEs of parabolic type.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/math/0606488
dc.identifierhttp://arxiv.org/abs/math/0606488
dc.identifierStochastic Differential Equations: Theory and Applications : A Volume in Honor of Professor Boris L Rozovskii, World Scientific (Ed.) (2007) 281-310
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/155156
dc.subjectProbability
dc.subject60H15, 65M60
dc.titleRate of Convergence of Implicit Approximations for stochastic evolution equations
dc.typetext

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