Rate of Convergence of Implicit Approximations for stochastic evolution equations

Details Rate of Convergence of Implicit Approximations for stochastic evolution equations Rate of Convergence of Implicit Approximations for stochastic evolution equations

2006-06-20

arxiv.org/abs/math/0606488v2

Stochastic Differential Equations: Theory and Applications : A Volume in Honor of Professor Boris L Rozovskii, World Scientifi

Mathematics

Probability

25 pages

Scientific paper

Stochastic 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.

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