Rate of Convergence of Space Time Approximations for stochastic evolution equations

Details Rate of Convergence of Space Time Approximations for stochastic evolution equations Rate of Convergence of Space Time Approximations for stochastic evolution equations

2007-06-11

arxiv.org/abs/0706.1404v2

Potential Analysis 30, 1 (2009) 29-64

Mathematics

Probability

33 pages

Scientific paper

10.1007/s11118-008-9105-5

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 rate 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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