On the splitting method for some complex-valued quasilinear equations

Details On the splitting method for some complex-valued quasilinear equations On the splitting method for some complex-valued quasilinear equations

2011-01-12

arxiv.org/abs/1101.2315v1

Mathematics

Probability

Scientific paper

Using the approach of the splitting method developed by I. Gy\"ongy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given in general Sobolev spaces and the model considered here contains both the parabolic quasi-linear equations under some (non strict) stochastic parabolicity condition as well as linear Schr\"odinger equations

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