Convergence of approximations of monotone gradient systems

Details Convergence of approximations of monotone gradient systems Convergence of approximations of monotone gradient systems

2006-03-20

arxiv.org/abs/math/0603474v1

Mathematics

Probability

Scientific paper

We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to reflecting O.U. processes in infinite dimension, to stochastic partial differential equations with reflection of Cahn-Hilliard type and to interface models.

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