On discretization schemes for stochastic evolution equations

Details On discretization schemes for stochastic evolution equations On discretization schemes for stochastic evolution equations

2006-11-03

arxiv.org/abs/math/0611069v1

Potential Analysis 23 (09/2005) 99-134

Mathematics

Probability

Scientific paper

10.1007/s11118-004-5393-6

Stochastic evolutional equations with monotone operators are considered in
Banach spaces. Explicit and implicit numerical schemes are presented. The
convergence of the approximations to the solution of the equations is proved.

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