Rate of Convergence of Space Time Approximations for Stochastic Evolution Equations

被引：0
|
作者：
István Gyöngy
Annie Millet
机构：
[1] University of Edinburgh,School of Mathematics
[2] University of Edinburgh,Maxwell Institute for Mathematical Sciences
[3] Universités Paris 6-Paris 7,Laboratoire de Probabilités et Modèles Aléatoires
[4] Université Paris 1 Panthéon Sorbonne,SAMOS
来源：
Potential Analysis | 2009年 / 30卷
关键词：
Stochastic evolution equations; Monotone operators; Coercivity; Space time approximations; Galerkin method; Wavelets; Finite elements; Primary 60H15; Secondary 65M60;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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 rates 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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页码：29 / 64
页数：35
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